A binomial tree approach to pricing vulnerable option in a vague world (Q4957401)
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scientific article; zbMATH DE number 7392580
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A binomial tree approach to pricing vulnerable option in a vague world |
scientific article; zbMATH DE number 7392580 |
Statements
A Binomial Tree Approach to Pricing Vulnerable Option in a Vague World (English)
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8 September 2021
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fuzzy sets
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vulnerable options
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binomial tree model
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pricing
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credit risk
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0.8014837503433228
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0.7991248369216919
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0.7828829884529114
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0.7776663899421692
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