Sensitivity of option prices via fuzzy Malliavin calculus (Q6058065)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Sensitivity of option prices via fuzzy Malliavin calculus |
scientific article; zbMATH DE number 7755965
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Sensitivity of option prices via fuzzy Malliavin calculus |
scientific article; zbMATH DE number 7755965 |
Statements
Sensitivity of option prices via fuzzy Malliavin calculus (English)
0 references
27 October 2023
0 references
Malliavin calculus
0 references
fuzzy stochastic process
0 references
fuzzy option pricing
0 references
price sensitivity
0 references
0 references
0 references
0 references
0 references
0 references
0.7957143187522888
0 references
0.7691038250923157
0 references
0.7639725804328918
0 references
0.7606033086776733
0 references
0.7586880326271057
0 references
