A fuzzy jump-diffusion option pricing model based on the Merton formula (Q6864834)
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scientific article; zbMATH DE number 8153999
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| English | A fuzzy jump-diffusion option pricing model based on the Merton formula |
scientific article; zbMATH DE number 8153999 |
Statements
A fuzzy jump-diffusion option pricing model based on the Merton formula (English)
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3 February 2026
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fuzzy
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jump-diffusion
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option
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bisection search
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Black-Scholes
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