A discrete-time model of American put option in an uncertain environment. (Q1406962)
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scientific article; zbMATH DE number 1975993
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| English | A discrete-time model of American put option in an uncertain environment. |
scientific article; zbMATH DE number 1975993 |
Statements
A discrete-time model of American put option in an uncertain environment. (English)
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7 September 2003
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uncertainty modeling
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American put option
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valuation of price
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optimal stopping
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fuzzy stochastic process
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fuzzy expectation
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0.9171452522277832
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0.7723963856697083
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