European option pricing under fuzzy CEV model (Q2696948)
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scientific article; zbMATH DE number 7675394
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | European option pricing under fuzzy CEV model |
scientific article; zbMATH DE number 7675394 |
Statements
European option pricing under fuzzy CEV model (English)
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17 April 2023
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credibility measure
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fuzzy differential equation
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Liu process
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option pricing
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constant elasticity of variance
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0.95560074
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0.9352849
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0.91330355
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0.9041275
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0.90210545
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0.8968229
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0.8965541
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0.8960351
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