American option pricing with imprecise risk-neutral probabilities (Q2379326)

From MaRDI portal
Revision as of 15:10, 2 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
American option pricing with imprecise risk-neutral probabilities
scientific article

    Statements

    title
    American option pricing with imprecise risk-neutral probabilities (English)
    0 references
    author
    Silvia Muzzioli
    0 references
    Huguette Reynaerts
    0 references
    publication date
    19 March 2010
    0 references
    zbMATH DE Number
    5684946
    0 references
    zbMATH Keywords
    American put option
    0 references
    fuzzy linear systems
    0 references
    nonlinear programming
    0 references
    OpenAlex ID
    W2054545513
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2379326&oldid=35158737"
    Powered by MediaWiki