Market Application of the Fuzzy-Stochastic Approach in the Heston Option Pricing Model
Year of publication: |
2012
|
---|---|
Authors: | Figa-Talamanca, Gianna ; Guerra, Maria Letizia |
Published in: |
Czech Journal of Economics and Finance (Finance a uver). - Institut ekonomických studií, ISSN 0015-1920. - Vol. 62.2012, 2, p. 162-179
|
Publisher: |
Institut ekonomických studií |
Subject: | fuzzy numbers | stochastic volatility | risk-neutral measure | option pricing |
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