Pages that link to "Item:Q289315"

The following pages link to A geometric Lévy model for \(n\)-fold compound option pricing in a fuzzy framework (Q289315):

Displayed 4 items.

• Pricing European options under uncertainty with application of Lévy processes and the minimal \(L^q\) equivalent martingale measure (Q1789724) ‎ (← links)
• A simple method for generalized sequential compound options pricing (Q2406942) ‎ (← links)
• <i>N</i>-Fold compound option pricing with technical risk under fractional jump-diffusion model (Q5882833) ‎ (← links)
• An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion (Q6171132) ‎ (← links)