Generalised soft binomial American real option pricing model (fuzzy-stochastic approach)
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Publication:992724
DOI10.1016/j.ejor.2010.05.045zbMath1206.91084MaRDI QIDQ992724
Publication date: 9 September 2010
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2010.05.045
91G20: Derivative securities (option pricing, hedging, etc.)
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