A jump-diffusion model for option pricing under fuzzy environments (Q1023093)
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scientific article; zbMATH DE number 5563932
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A jump-diffusion model for option pricing under fuzzy environments |
scientific article; zbMATH DE number 5563932 |
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A jump-diffusion model for option pricing under fuzzy environments (English)
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10 June 2009
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fuzzy numbers
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fuzzy random variable
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European option pricing
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fuzzy jump-diffusion model
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0.8651894927024841
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0.8255099654197693
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0.8055864572525024
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0.7948892116546631
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