A discrete-time American put option model with fuzziness of stock prices (Q2481229)

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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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