European option pricing under fuzzy environments

DOI10.1002/int.20055zbMath1079.91045MaRDI QIDQ4651553

Hsien-Chung Wu

Publication date: 22 February 2005

Published in: International Journal of Intelligent Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/int.20055

Mathematics Subject Classification ID

90C70: Fuzzy and other nonstochastic uncertainty mathematical programming

91G20: Derivative securities (option pricing, hedging, etc.)

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Cites Work

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