A fuzzy approach to option pricing in a Levy process setting (Q5396437)
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scientific article; zbMATH DE number 6255996
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fuzzy approach to option pricing in a Levy process setting |
scientific article; zbMATH DE number 6255996 |
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A fuzzy approach to option pricing in a Levy process setting (English)
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6 February 2014
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option pricing
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Lévy processes
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minimal entropy martingale measure
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fuzzy sets
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Monte Carlo simulation
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