A European option pricing model in a stochastic and fuzzy environment (Q2248260)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A European option pricing model in a stochastic and fuzzy environment |
scientific article |
Statements
A European option pricing model in a stochastic and fuzzy environment (English)
0 references
30 June 2014
0 references
European option price
0 references
fuzzy random variable
0 references
rational expectations price
0 references
jump-diffusion process
0 references
0 references