Pages that link to "Item:Q1044156"

The following pages link to Computing option price for Lévy process with fuzzy parameters (Q1044156):

Displaying 16 items.

• A geometric Lévy model for \(n\)-fold compound option pricing in a fuzzy framework (Q289315) (← links)
• Statistical properties and economic implications of jump-diffusion processes with shot-noise effects (Q635177) (← links)
• Valuing catastrophe bonds involving correlation and CIR interest rate model (Q1655383) (← links)
• Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making (Q1701739) (← links)
• Pricing European options under uncertainty with application of Lévy processes and the minimal \(L^q\) equivalent martingale measure (Q1789724) (← links)
• Option replication with transaction cost under Knightian uncertainty (Q2066047) (← links)
• Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (Q2150007) (← links)
• A European option pricing model in a stochastic and fuzzy environment (Q2248260) (← links)
• Application of Lévy processes and Esscher transformed martingale measures for option pricing in fuzzy framework (Q2252399) (← links)
• Optimizing bounds on security prices in incomplete markets. Does stochastic volatility specification matter? (Q2253520) (← links)
• The total return swap pricing model under fuzzy random environments (Q2398729) (← links)
• Pricing of Catastrophe Bond in Fuzzy Framework (Q2829648) (← links)
• Evaluation of Portfolio of Financial and Insurance Instruments: Simulation of Uncertainty (Q4558812) (← links)
• A fuzzy approach to option pricing in a Levy process setting (Q5396437) (← links)
• Sensitivity of option prices via fuzzy Malliavin calculus (Q6058065) (← links)
• An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion (Q6171132) (← links)