European option pricing under fuzzy CEV model (Q2696948)

From MaRDI portal
scientific article
Language Label Description Also known as
English
European option pricing under fuzzy CEV model
scientific article

    Statements

    European option pricing under fuzzy CEV model (English)
    0 references
    0 references
    0 references
    0 references
    17 April 2023
    0 references
    0 references
    credibility measure
    0 references
    fuzzy differential equation
    0 references
    Liu process
    0 references
    option pricing
    0 references
    constant elasticity of variance
    0 references
    0 references