Pages that link to "Item:Q2252399"

The following pages link to Application of Lévy processes and Esscher transformed martingale measures for option pricing in fuzzy framework (Q2252399):

Displaying 7 items.

• A geometric Lévy model for \(n\)-fold compound option pricing in a fuzzy framework (Q289315) (← links)
• Valuing catastrophe bonds involving correlation and CIR interest rate model (Q1655383) (← links)
• The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options (Q1697932) (← 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)
• Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (Q2150007) (← links)
• The total return swap pricing model under fuzzy random environments (Q2398729) (← links)