Pricing European options under uncertainty with application of Lévy processes and the minimal \(L^q\) equivalent martingale measure (Q1789724)
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scientific article; zbMATH DE number 6950493
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| English | Pricing European options under uncertainty with application of Lévy processes and the minimal \(L^q\) equivalent martingale measure |
scientific article; zbMATH DE number 6950493 |
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Pricing European options under uncertainty with application of Lévy processes and the minimal \(L^q\) equivalent martingale measure (English)
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10 October 2018
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option pricing
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stochastic processes
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fuzzy set theory
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decision-making
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0.8293923139572144
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0.8242111802101135
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0.802035391330719
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0.7999839782714844
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0.7905973792076111
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