European option pricing under fuzzy CEV model (Q2696948)

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European option pricing under fuzzy CEV model
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    title
    European option pricing under fuzzy CEV model (English)
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    author
    Xinyue Wei
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    Cuilian You
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    Yu-Jie Zhang
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    publication date
    17 April 2023
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    zbMATH DE Number
    7675394
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    zbMATH Keywords
    credibility measure
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    fuzzy differential equation
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    Liu process
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    option pricing
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    constant elasticity of variance
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    OpenAlex ID
    W4297988492
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