European option pricing under fuzzy CEV model
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Publication:2696948
DOI10.1007/s10957-022-02108-wOpenAlexW4297988492MaRDI QIDQ2696948
Xinyue Wei, Yu-Jie Zhang, Cuilian You
Publication date: 17 April 2023
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10957-022-02108-w
option pricingcredibility measurefuzzy differential equationconstant elasticity of varianceLiu process
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