Pages that link to "Item:Q1406962"
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The following pages link to A discrete-time model of American put option in an uncertain environment. (Q1406962):
Displaying 15 items.
- A comparison of fuzzy regression methods for the estimation of the implied volatility smile function (Q529267) (← links)
- Stackelberg game model of railway freight pricing based on option theory (Q782115) (← links)
- Generalised soft binomial American real option pricing model (fuzzy-stochastic approach) (Q992724) (← links)
- An estimation model of value-at-risk portfolio under uncertainty (Q1043315) (← links)
- Continuous-time fuzzy decision processes with discounted rewards. (Q1413858) (← links)
- Application of gray systems and fuzzy sets in combination with real options theory in project portfolio management (Q1637742) (← links)
- Pricing of minimum guarantees in life insurance contracts with fuzzy volatility (Q2198222) (← links)
- Pricing and hedging in a single period market with random interval valued assets (Q2353953) (← links)
- Pricing currency option based on the extension principle and defuzzification via weighting parameter identification (Q2375610) (← links)
- American option pricing with imprecise risk-neutral probabilities (Q2379326) (← links)
- Quasi-arithmetic means and ratios of an interval induced from weighted aggregation operations (Q2380345) (← links)
- Pricing a contingent claim with random interval or fuzzy random payoff in one-period setting (Q2389730) (← links)
- Collaboration in tool development and capacity investments in high technology manufacturing networks (Q2467247) (← links)
- Aggregated Mean Ratios of an Interval Induced from Aggregation Operations (Q3540938) (← links)
- Construction of the bino-trinomial method using the fuzzy set approach for option pricing (Q6631826) (← links)
