Pricing a contingent claim with random interval or fuzzy random payoff in one-period setting
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Publication:2389730
DOI10.1016/J.CAMWA.2008.04.031zbMATH Open1165.91426OpenAlexW2002510702MaRDI QIDQ2389730FDOQ2389730
Authors: Surong You, Jiajin Le, Xiaodong Ding 
Publication date: 18 July 2009
Published in: Computers & Mathematics with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.camwa.2008.04.031
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Cites Work
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- On comparing interval numbers
- Toward a generalized theory of uncertainty (GTU) -- an outline
- On fuzzy portfolio selection problems
- The valuation of European options in uncertain environment
- A new evaluation of mean value for fuzzy numbers and its application to American put option under uncertainty
- Solutions for the portfolio selection problem with interval and fuzzy coefficients
- Random intervals as a model for imprecise information
- A new perspective for optimal portfolio selection with random fuzzy returns
- On embedding problems of fuzzy number spaces. IV
- A discrete-time model of American put option in an uncertain environment.
- A multiperiod binomial model for pricing options in a vague world
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