Option pricing and the Greeks under Gaussian fuzzy environments (Q780218)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Option pricing and the Greeks under Gaussian fuzzy environments |
scientific article |
Statements
Option pricing and the Greeks under Gaussian fuzzy environments (English)
0 references
15 July 2020
0 references
Gaussian fuzzy number
0 references
options
0 references
Greeks
0 references
SPX
0 references
optimization
0 references
0 references
0 references