A discrete-time American put option model with fuzziness of stock prices (Q2481229)
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English | A discrete-time American put option model with fuzziness of stock prices |
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A discrete-time American put option model with fuzziness of stock prices (English)
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9 April 2008
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decision making with uncertainty
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American put option
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fuzzy stochastic process
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optimal stopping
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fuzzy measures
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\(\lambda\)-weighting functions
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financial engineering
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