The double exponential jump diffusion model for pricing European options under fuzzy environments
Year of publication: |
2012
|
---|---|
Authors: | Zhang, Li-Hua ; Zhang, Wei-guo ; Xiao, Wei-Lin |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 3, p. 780-786
|
Subject: | Fuzzy numbers | Option pricing | Jump diffusion | Crisp possibilistic mean value | Optionspreistheorie | Option pricing theory | Fuzzy-Set-Theorie | Fuzzy sets | Stochastischer Prozess | Stochastic process | Optionsgeschäft | Option trading |
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