The following pages link to (Q2762115):
Displaying 5 items.
- Computing option price for Lévy process with fuzzy parameters (Q1044156) (← links)
- Pricing European options under uncertainty with application of Lévy processes and the minimal \(L^q\) equivalent martingale measure (Q1789724) (← links)
- Application of Lévy processes and Esscher transformed martingale measures for option pricing in fuzzy framework (Q2252399) (← links)
- CAPACITY INVESTMENT, PRICING, AND PRODUCTION ALLOCATION ACROSS INTERNATIONAL MARKETS WITH EXCHANGE RATE UNCERTAINTY (Q2884820) (← links)
- A fuzzy approach to option pricing in a Levy process setting (Q5396437) (← links)
