Pages that link to "Item:Q1023093"

The following pages link to A jump-diffusion model for option pricing under fuzzy environments (Q1023093):

Displaying 12 items.

• A geometric Lévy model for \(n\)-fold compound option pricing in a fuzzy framework (Q289315) (← links)
• Option pricing and the Greeks under Gaussian fuzzy environments (Q780218) (← links)
• A reduced-form intensity-based model under fuzzy environments (Q907676) (← links)
• A study of Greek letters of currency option under uncertainty environments (Q984220) (← links)
• A new default probability calculation formula and its application under uncertain environments (Q1727067) (← links)
• Options pricing with time changed Lévy processes under imprecise information (Q1794512) (← links)
• Option replication with transaction cost under Knightian uncertainty (Q2066047) (← links)
• A robust numerical solution to a time-fractional Black-Scholes equation (Q2166825) (← links)
• A European option pricing model in a stochastic and fuzzy environment (Q2248260) (← links)
• Pricing currency option based on the extension principle and defuzzification via weighting parameter identification (Q2375610) (← links)
• The total return swap pricing model under fuzzy random environments (Q2398729) (← links)
• Fuzzy portfolio model with fuzzy-input return rates and fuzzy-output proportions (Q5265619) (← links)