Pages that link to "Item:Q1869451"

The following pages link to The valuation of European options in uncertain environment (Q1869451):

Displaying 48 items.

• A geometric Lévy model for \(n\)-fold compound option pricing in a fuzzy framework (Q289315) (← links)
• A comparison of fuzzy regression methods for the estimation of the implied volatility smile function (Q529267) (← links)
• Option price sensitivities through fuzzy numbers (Q552168) (← links)
• Harmonizing two approaches to fuzzy random variables (Q778070) (← links)
• Option pricing and the Greeks under Gaussian fuzzy environments (Q780218) (← links)
• 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 reduced-form intensity-based model under fuzzy environments (Q907676) (← 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)
• The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options (Q1697932) (← links)
• Introducing fuzziness in CDS pricing under a structural model (Q1721233) (← links)
• A new default probability calculation formula and its application under uncertain environments (Q1727067) (← links)
• The risk premium that never was: a fair value explanation of the volatility spread (Q1754048) (← links)
• Pricing European options under uncertainty with application of Lévy processes and the minimal \(L^q\) equivalent martingale measure (Q1789724) (← links)
• No-arbitrage theorem for multi-factor uncertain stock model with floating interest rate (Q1794950) (← links)
• Option-game approach to analyze technology innovation investment under fuzzy environment (Q1952948) (← 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)
• Critical value-based Asian option pricing model for uncertain financial markets (Q2159643) (← links)
• Modeling uncertainty in limit order execution (Q2199482) (← links)
• Interval pricing study of deposit insurance in China (Q2213396) (← 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)
• Fuzzy optimization of option pricing model and its application in land expropriation (Q2336610) (← 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)
• The total return swap pricing model under fuzzy random environments (Q2398729) (← links)
• On an implicit assessment of fuzzy volatility in the Black and Scholes environment (Q2445432) (← 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)
• Multi-criteria classification for pricing European options (Q2691648) (← links)
• Fuzzy pricing of American options on stocks with known dividends and its algorithm (Q3018512) (← 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)
• A fuzzy approach to option pricing in a Levy process setting (Q5396437) (← links)
• <i>N</i>-Fold compound option pricing with technical risk under fractional jump-diffusion model (Q5882833) (← 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)