A jump-diffusion model for option pricing under fuzzy environments
Year of publication: |
2009
|
---|---|
Authors: | Xu, Weidong ; Wu, Chongfeng ; Xu, Weijun ; Li, Hongyi |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 44.2009, 3, p. 337-344
|
Subject: | Optionspreistheorie | Option pricing theory | Fuzzy-Set-Theorie | Fuzzy sets |
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