Pages that link to "Item:Q1869451"
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The following pages link to The valuation of European options in uncertain environment (Q1869451):
Displayed 17 items.
- A new evaluation of mean value for fuzzy numbers and its application to American put option under uncertainty (Q853433) (← links)
- Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options (Q870144) (← links)
- A study of Greek letters of currency option under uncertainty environments (Q984220) (← links)
- Generalised soft binomial American real option pricing model (fuzzy-stochastic approach) (Q992724) (← links)
- A jump-diffusion model for option pricing under fuzzy environments (Q1023093) (← links)
- A fuzzy pay-off method for real option valuation (Q1040024) (← links)
- Fuzzy defaultable bonds (Q1043261) (← links)
- An estimation model of value-at-risk portfolio under uncertainty (Q1043315) (← links)
- Continuous-time fuzzy decision processes with discounted rewards. (Q1413858) (← 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)
- A discrete-time American put option model with fuzziness of stock prices (Q2481229) (← links)
- A note on Yoshida's optimal stopping model for option pricing (Q2572267) (← links)
- PERCEPTION-BASED ESTIMATIONS OF FUZZY RANDOM VARIABLES: LINEARITY AND CONVEXITY (Q3524399) (← links)
- Aggregated Mean Ratios of an Interval Induced from Aggregation Operations (Q3540938) (← links)