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Computing option price for Levy process with fuzzy parameters
Nowak, Piotr; Romaniuk, Maciej - In: European journal of operational research : EJOR 201 (2010) 1, pp. 206-210
Persistent link: https://www.econbiz.de/10003975446
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The double exponential jump diffusion model for pricing European options under fuzzy environments
Zhang, Li-Hua; Zhang, Wei-guo; Xiao, Wei-Lin - In: Economic modelling 29 (2012) 3, pp. 780-786
Persistent link: https://www.econbiz.de/10009545516
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Options pricing with time changed Lévy processes under imprecise information
Feng, Zhi-Yuan; Cheng, Johnson T.-S.; Liu, Yu-Hong; … - In: Fuzzy optimization and decision making : a journal of … 14 (2015) 1, pp. 97-119
Persistent link: https://www.econbiz.de/10011313098
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A discrete-time European options model under uncertainty in financial engineering
Yoshida, Yuji - In: Multi-objective programming and goal programming : …, (pp. 415-420). 2003
Persistent link: https://www.econbiz.de/10002006670
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Pricing Geometric Asian Options Under Fuzzy Stochastic Environment
Ming, Lei - 2015
Due to the uncertainty in reality consists of randomness and fuzziness, we employ stochastic analysis and fuzzy set theory to explore the pricing of geometric Asian options. In the fuzzy stochastic world, the price of the underlying asset is assumed to follow a fuzzy stochastic process of which...
Persistent link: https://www.econbiz.de/10013014922
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Pricing European option under fuzzy mixed fractional Brownian motion model with jumps
Zhang, Wei-guo; Li, Zhe; Liu, Yong-Jun; Zhang, Yue - In: Computational economics 58 (2021) 2, pp. 483-515
Persistent link: https://www.econbiz.de/10012615049
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Optionspreistheorie bei vagen Daten
Korolev, Konstantin - 1999
Persistent link: https://www.econbiz.de/10013444406
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Valuation of the option of abandoning ISO 9001 certification : an empirical study in Spain
Sansalvador, Manuel E.; Brotons, José M. - In: Total quality management & business excellence : an … 26 (2015) 11/12, pp. 1255-1268
Persistent link: https://www.econbiz.de/10011528248
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A real option theoretic fuzzy evaluation model for enterprise resource planning investment
You, Chew Jian; Lee, Carman K. M.; Chen, Songlin; Jiao, … - In: Journal of engineering and technology management : JET-M 29 (2012) 1, pp. 47-61
Persistent link: https://www.econbiz.de/10009565817
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Continuously controlled options : derivatives with added flexibility
Dokučaev, Nikolaj G. - In: International journal of theoretical and applied finance 16 (2013) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10009725089