Pages that link to "Item:Q870144"

The following pages link to Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options (Q870144):

Displaying 29 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)
• Practical research on fuzzy risk of water resources in Jinhua City, China (Q621801) (← 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)
• Practical study on the fuzzy risk of flood disasters (Q1027803) (← links)
• The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options (Q1697932) (← links)
• A new default probability calculation formula and its application under uncertain environments (Q1727067) (← 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 replication with transaction cost under Knightian uncertainty (Q2066047) (← 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)
• Analysis on fuzzy risk of landfall typhoon in Zhejiang province of China (Q2271595) (← links)
• Generalized extension principle for non-normal fuzzy sets (Q2302435) (← links)
• Fuzzy optimization of option pricing model and its application in land expropriation (Q2336610) (← links)
• Pricing currency option based on the extension principle and defuzzification via weighting parameter identification (Q2375610) (← links)
• The total return swap pricing model under fuzzy random environments (Q2398729) (← links)
• Fuzzy pricing of American options on stocks with known dividends and its algorithm (Q3018512) (← links)
• Measuring the manufacturing process yield based on fuzzy data (Q3163693) (← links)
• Simulation for queueing systems under fuzziness (Q5168725) (← links)
• A fuzzy approach to option pricing in a Levy process setting (Q5396437) (← links)
• Sensitivity of option prices via fuzzy Malliavin calculus (Q6058065) (← links)
• Pricing European call options with interval-valued volatility and interest rate (Q6585537) (← links)
• Geometric Asian power option pricing with transaction cost under the geometric fractional Brownian motion with \(w\) sources of risk in fuzzy environment (Q6591548) (← links)