The valuation of European options in uncertain environment
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- PERCEPTION-BASED ESTIMATIONS OF FUZZY RANDOM VARIABLES: LINEARITY AND CONVEXITY
- An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion
- Pricing European options based on the fuzzy pattern of Black-Scholes formula.
- Option-game approach to analyze technology innovation investment under fuzzy environment
- Fuzzy pricing of american options on stocks with known dividends and its algorithm
- European option pricing under fuzzy environments
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- A new evaluation of mean value for fuzzy numbers and its application to American put option under uncertainty
- The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options
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- A reduced-form intensity-based model under fuzzy environments
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- Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options
- Pricing a contingent claim with random interval or fuzzy random payoff in one-period setting
- Modeling uncertainty in limit order execution
- A new default probability calculation formula and its application under uncertain environments
- Option price sensitivities through fuzzy numbers
- Pricing European options under uncertainty with application of Lévy processes and the minimal \(L^q\) equivalent martingale measure
- Fuzziness in valuing financial instruments by certainty equivalents.
- Pricing and hedging in a single period market with random interval valued assets
- Multi-criteria classification for pricing European options
- On an implicit assessment of fuzzy volatility in the Black and Scholes environment
- A study of Greek letters of currency option under uncertainty environments
- Power options pricing in uncertain environment
- A fuzzy pay-off method for real option valuation
- Collaboration in tool development and capacity investments in high technology manufacturing networks
- European option pricing with ambiguous return rate and volatility
- Maximal (minimal) conditional expectation and European option pricing with ambiguous return rate and volatility
- Introducing fuzziness in CDS pricing under a structural model
- Pricing European barrier options in fuzzy and stochastic environments
- A discrete-time American put option model with fuzziness of stock prices
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- A European option pricing model in a stochastic and fuzzy environment
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- Fuzzy defaultable bonds
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- No-arbitrage theorem for multi-factor uncertain stock model with floating interest rate
- Valuation of European option under uncertain volatility model
- European option based R\&D investment decision making under uncertainties
- Option replication with transaction cost under Knightian uncertainty
- Aggregated Mean Ratios of an Interval Induced from Aggregation Operations
- Sensitivity of option prices via fuzzy Malliavin calculus
- The risk premium that never was: a fair value explanation of the volatility spread
- Critical value-based Asian option pricing model for uncertain financial markets
- Expected payoff of trading strategies involving European options for fuzzy financial market
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