Expected payoff of trading strategies involving European options for fuzzy financial market

zbMATH Open1260.91243MaRDI QIDQ4915499FDOQ4915499

Authors: Zhongfeng Qin, Xiang Li 

Publication date: 10 April 2013

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zbMATH Keywords

credibility measureexpected valueLiu processfuzzy process

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Inference from stochastic processes and fuzziness (62M86)

Cited In (2)

• Fuzzy Binary Tree Model for European Options
• Some properties of complex fuzzy integral

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