Pages that link to "Item:Q2379326"
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The following pages link to American option pricing with imprecise risk-neutral probabilities (Q2379326):
Displayed 7 items.
- A comparison of fuzzy regression methods for the estimation of the implied volatility smile function (Q529267) (← links)
- Multi-period multi-criteria (MPMC) valuation of American options based on entropy optimization principles (Q1678729) (← links)
- The waterline tree for separable local-volatility models (Q2013448) (← links)
- A European option pricing model in a stochastic and fuzzy environment (Q2248260) (← links)
- Fuzzy optimization of option pricing model and its application in land expropriation (Q2336610) (← links)
- Pricing and hedging in a single period market with random interval valued assets (Q2353953) (← links)
- Fuzzy pricing of American options on stocks with known dividends and its algorithm (Q3018512) (← links)