Options pricing with time changed Lévy processes under imprecise information (Q1794512)
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scientific article; zbMATH DE number 6954601
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Options pricing with time changed Lévy processes under imprecise information |
scientific article; zbMATH DE number 6954601 |
Statements
Options pricing with time changed Lévy processes under imprecise information (English)
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15 October 2018
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fuzzy measure
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triangle-type fuzzy number
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Lévy processes
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stochastic volatility
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imprecise information
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0.92104495
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0.9086127
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0.8986096
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0.8975317
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0.89633834
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0.89388996
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0.8933466
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0.8918931
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