Pages that link to "Item:Q1761568"
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The following pages link to Binary option pricing using fuzzy numbers (Q1761568):
Displayed 9 items.
- A geometric Lévy model for \(n\)-fold compound option pricing in a fuzzy framework (Q289315) (← links)
- An integro-differential parabolic variational inequality arising from the valuation of double barrier American option (Q488919) (← links)
- Multi-period multi-criteria (MPMC) valuation of American options based on entropy optimization principles (Q1678729) (← links)
- The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options (Q1697932) (← 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)
- Options as silver bullets: valuation of term loans, inventory management, emissions trading and insurance risk mitigation using option theory (Q2171344) (← links)
- The total return swap pricing model under fuzzy random environments (Q2398729) (← links)
- Analysis of stock index with a generalized BN-S model: an approach based on machine learning and fuzzy parameters (Q6049522) (← links)