Pages that link to "Item:Q5396437"

The following pages link to A fuzzy approach to option pricing in a Levy process setting (Q5396437):

Displaying 9 items.

• Interval-based, nonparametric approach for resampling of fuzzy numbers (Q84929) (← links)
• A geometric Lévy model for \(n\)-fold compound option pricing in a fuzzy framework (Q289315) (← links)
• Computing the Stackelberg/Nash equilibria using the extraproximal method: convergence analysis and implementation details for Markov chains games (Q747493) (← links)
• Valuing catastrophe bonds involving correlation and CIR interest rate model (Q1655383) (← 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)
• Fractional Lévy stable motion: finite difference iterative forecasting model (Q2120387) (← links)
• Application of Lévy processes and Esscher transformed martingale measures for option pricing in fuzzy framework (Q2252399) (← links)
• The total return swap pricing model under fuzzy random environments (Q2398729) (← links)