American option pricing with imprecise risk-neutral probabilities (Q2379326)
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scientific article; zbMATH DE number 5684946
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | American option pricing with imprecise risk-neutral probabilities |
scientific article; zbMATH DE number 5684946 |
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American option pricing with imprecise risk-neutral probabilities (English)
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19 March 2010
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American put option
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fuzzy linear systems
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nonlinear programming
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0.7952637672424316
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0.7910760045051575
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0.7827761173248291
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0.7744659185409546
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0.7612919211387634
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