Pages that link to "Item:Q4541543"
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The following pages link to Fuzzy measures and asset prices: accounting for information ambiguity (Q4541543):
Displaying 16 items.
- The pricing of options on an interval binomial tree. An application to the DAX-index option market (Q704078) (← links)
- Modeling attitude to risk in human decision processes: an application of fuzzy measures (Q869134) (← links)
- A multiperiod binomial model for pricing options in a vague world (Q951501) (← links)
- Fuzzy options with application to default risk analysis for municipal bonds in China (Q1000050) (← links)
- Fuzzy defaultable bonds (Q1043261) (← links)
- Option implied ambiguity and its information content: evidence from the subprime crisis (Q1615807) (← links)
- A vague multidimensional dependency structure: conditional versus unconditional fuzzy copula models (Q1999200) (← links)
- Extensions and distortions of \(\lambda\)-fuzzy measures (Q2048754) (← links)
- On theoretical pricing of options with fuzzy estimators (Q2378233) (← links)
- Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing (Q2389909) (← links)
- Option valuation model with adaptive fuzzy numbers (Q2459625) (← links)
- Choquet-based European option pricing with stochastic (and fixed) strikes (Q2516642) (← links)
- Liquidity and credit risk (Q4541602) (← links)
- Implied trees in illiquid markets: A Choquet pricing approach (Q4785090) (← links)
- Sensitivity of option prices via fuzzy Malliavin calculus (Q6058065) (← links)
- Option pricing generators (Q6134133) (← links)
