Pages that link to "Item:Q1427115"

The following pages link to Pricing European options based on the fuzzy pattern of Black-Scholes formula. (Q1427115):

Displayed 19 items.

• A geometric Lévy model for \(n\)-fold compound option pricing in a fuzzy framework (Q289315) ‎ (← links)
• Option price sensitivities through fuzzy numbers (Q552168) ‎ (← links)
• Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options (Q870144) ‎ (← links)
• A reduced-form intensity-based model under fuzzy environments (Q907676) ‎ (← links)
• A study of Greek letters of currency option under uncertainty environments (Q984220) ‎ (← links)
• A jump-diffusion model for option pricing under fuzzy environments (Q1023093) ‎ (← links)
• Computing option price for Lévy process with fuzzy parameters (Q1044156) ‎ (← 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)
• On theoretical pricing of options with fuzzy estimators (Q2378233) ‎ (← links)
• American option pricing with imprecise risk-neutral probabilities (Q2379326) ‎ (← links)
• On an implicit assessment of fuzzy volatility in the Black and Scholes environment (Q2445432) ‎ (← links)
• Option valuation model with adaptive fuzzy numbers (Q2459625) ‎ (← links)
• Interactive multiobjective fuzzy random linear programming: Maximization of possibility and probability (Q2470112) ‎ (← links)
• Fuzzy pricing of American options on stocks with known dividends and its algorithm (Q3018512) ‎ (← links)
• UNCERTAINTY PORTFOLIO MODEL IN CROSS CURRENCY MARKETS (Q3070075) ‎ (← links)
• PRICING STOCK OPTIONS USING BLACK-SCHOLES AND FUZZY SETS (Q3520384) ‎ (← links)
• Venture capital evaluation model using real options (Q3540819) ‎ (← links)
• A fuzzy approach to option pricing in a Levy process setting (Q5396437) ‎ (← links)