Pages that link to "Item:Q1427115"

The following pages link to Pricing European options based on the fuzzy pattern of Black-Scholes formula. (Q1427115):

Displaying 32 items.

• A geometric Lévy model for \(n\)-fold compound option pricing in a fuzzy framework (Q289315) (← links)
• Option price sensitivities through fuzzy numbers (Q552168) (← links)
• Option pricing and the Greeks under Gaussian fuzzy environments (Q780218) (← links)
• Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options (Q870144) (← 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 jump-diffusion model for option pricing under fuzzy environments (Q1023093) (← links)
• Computing option price for Lévy process with fuzzy parameters (Q1044156) (← links)
• The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options (Q1697932) (← links)
• Catastrophe bond pricing for the two-factor Vasicek interest rate model with automatized fuzzy decision making (Q1701739) (← links)
• A new default probability calculation formula and its application under uncertain environments (Q1727067) (← links)
• Pricing European options under uncertainty with application of Lévy processes and the minimal \(L^q\) equivalent martingale measure (Q1789724) (← links)
• No-arbitrage theorem for multi-factor uncertain stock model with floating interest rate (Q1794950) (← links)
• Option replication with transaction cost under Knightian uncertainty (Q2066047) (← links)
• Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion (Q2150007) (← links)
• Interval pricing study of deposit insurance in China (Q2213396) (← links)
• A European option pricing model in a stochastic and fuzzy environment (Q2248260) (← links)
• Application of Lévy processes and Esscher transformed martingale measures for option pricing in fuzzy framework (Q2252399) (← links)
• On theoretical pricing of options with fuzzy estimators (Q2378233) (← links)
• American option pricing with imprecise risk-neutral probabilities (Q2379326) (← links)
• The total return swap pricing model under fuzzy random environments (Q2398729) (← links)
• On an implicit assessment of fuzzy volatility in the Black and Scholes environment (Q2445432) (← links)
• Option valuation model with adaptive fuzzy numbers (Q2459625) (← links)
• Interactive multiobjective fuzzy random linear programming: Maximization of possibility and probability (Q2470112) (← links)
• Pricing of Catastrophe Bond in Fuzzy Framework (Q2829648) (← links)
• Fuzzy pricing of American options on stocks with known dividends and its algorithm (Q3018512) (← links)
• UNCERTAINTY PORTFOLIO MODEL IN CROSS CURRENCY MARKETS (Q3070075) (← links)
• PRICING STOCK OPTIONS USING BLACK-SCHOLES AND FUZZY SETS (Q3520384) (← links)
• Venture capital evaluation model using real options (Q3540819) (← links)
• A fuzzy approach to option pricing in a Levy process setting (Q5396437) (← links)
• Sensitivity of option prices via fuzzy Malliavin calculus (Q6058065) (← links)
• An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion (Q6171132) (← links)