A fuzzy approach to option pricing in a Levy process setting (Q5396437)
From MaRDI portal
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 |
Statements
A fuzzy approach to option pricing in a Levy process setting (English)
0 references
6 February 2014
0 references
option pricing
0 references
Lévy processes
0 references
minimal entropy martingale measure
0 references
fuzzy sets
0 references
Monte Carlo simulation
0 references
0 references
0 references
