scientific article; zbMATH DE number 1944100

MaRDI QIDQ4407410zbMATH OpenFDO

Authors

Publication date 2002

zbMATH Keywords

dynamic programmingfuzzy pricefuzzy stochastic process

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Dynamic programming (90C39) Derivative securities (option pricing, hedging, etc.) (91G20)

Recommendations

• A discrete-time American put option model with fuzziness of stock prices
• Option pricing formula for stock model
• A discrete-time model of American put option in an uncertain environment.
• Option pricing formulas for generalized fuzzy stock model
• scientific article; zbMATH DE number 2159134

Cited in

(6)

• A discrete-time model of American put option in an uncertain environment.
• A discrete-time American put option model with fuzziness of stock prices
• Option pricing formula for stock model
• Fuzzy pricing of american options on stocks with known dividends and its algorithm
• Nonstochastic Model-Based Finance Engineering
• A new evaluation of mean value for fuzzy numbers and its application to American put option under uncertainty

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4407410)