Pages that link to "Item:Q951501"

The following pages link to A multiperiod binomial model for pricing options in a vague world (Q951501):

Displaying 20 items.

• A comparison of fuzzy regression methods for the estimation of the implied volatility smile function (Q529267) (← links)
• The solution of fuzzy linear systems by nonlinear programming: a financial application (Q856312) (← links)
• Generalised soft binomial American real option pricing model (fuzzy-stochastic approach) (Q992724) (← links)
• A jump-diffusion model for option pricing under fuzzy environments (Q1023093) (← links)
• Option implied ambiguity and its information content: evidence from the subprime crisis (Q1615807) (← links)
• Application of gray systems and fuzzy sets in combination with real options theory in project portfolio management (Q1637742) (← links)
• New definitions of mean value and variance of fuzzy numbers: an application to the pricing of life insurance policies and real options (Q1679653) (← links)
• A vague multidimensional dependency structure: conditional versus unconditional fuzzy copula models (Q1999200) (← links)
• Option replication with transaction cost under Knightian uncertainty (Q2066047) (← links)
• Pricing of minimum guarantees in life insurance contracts with fuzzy volatility (Q2198222) (← links)
• \textit{SMART-or} and \textit{SMART-and} fuzzy average operators: a generalized proposal (Q2219361) (← links)
• Pricing and hedging in a single period market with random interval valued assets (Q2353953) (← links)
• Pricing currency option based on the extension principle and defuzzification via weighting parameter identification (Q2375610) (← links)
• American option pricing with imprecise risk-neutral probabilities (Q2379326) (← links)
• Pricing a contingent claim with random interval or fuzzy random payoff in one-period setting (Q2389730) (← links)
• The total return swap pricing model under fuzzy random environments (Q2398729) (← links)
• Choquet-based European option pricing with stochastic (and fixed) strikes (Q2516642) (← links)
• Solving parametric fuzzy systems of linear equations by a nonlinear programming method (Q2642584) (← links)
• Optimization of stock trading with additional information by limit order book (Q2664237) (← links)
• Construction of the bino-trinomial method using the fuzzy set approach for option pricing (Q6631826) (← links)