Choquet-based European option pricing with stochastic (and fixed) strikes
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Publication:2516642
DOI10.1007/s00291-014-0378-3zbMath1322.90041OpenAlexW2032687055MaRDI QIDQ2516642
Tarik Driouchi, Yongling Gao, Lenos Trigeorgis
Publication date: 3 August 2015
Published in: OR Spectrum (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00291-014-0378-3
Management decision making, including multiple objectives (90B50) Microeconomic theory (price theory and economic markets) (91B24)
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