A discrete-time European options model under uncertainty in financial engineering
Year of publication: |
2003
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Authors: | Yoshida, Yuji |
Published in: |
Multi-objective programming and goal programming : theory and applications ; [proceedings of the Fifth International Conference on Multi-Objective Programming: Theory & Applications (MOPGP'02), held in Nara, Japan on June 4 - 7, 2002]. - Berlin : Springer, ISBN 3-540-00653-2. - 2003, p. 415-420
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Subject: | Optionspreistheorie | Option pricing theory | Fuzzy-Set-Theorie | Fuzzy sets | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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