Pricing Geometric Asian Options Under Fuzzy Stochastic Environment
Year of publication: |
2015
|
---|---|
Authors: | Ming, Lei |
Other Persons: | Yang, Shenggang (contributor) ; Ma, Yong (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Fuzzy-Set-Theorie | Fuzzy sets |
Extent: | 1 Online-Ressource (18 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 17, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2664403 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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