Option pricing and the Greeks under Gaussian fuzzy environments (Q780218)
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scientific article; zbMATH DE number 7220747
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Option pricing and the Greeks under Gaussian fuzzy environments |
scientific article; zbMATH DE number 7220747 |
Statements
Option pricing and the Greeks under Gaussian fuzzy environments (English)
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15 July 2020
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Gaussian fuzzy number
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options
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Greeks
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SPX
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optimization
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0.8396700620651245
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0.8216769099235535
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0.8189777731895447
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0.8056713342666626
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0.7979941368103027
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