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Optionspreistheorie bei vagen Daten
Korolev, Konstantin, (1999)
Application of the Fuzzy - Stochastic Methodology to Appraising the Firm Value as a European Call Option
Zmeškal, Zdeněk, (2018)
A jump-diffusion model for option pricing under fuzzy environments
Xu, Weidong, (2009)
A discrete-time model of American put option in an uncertain environment
Yoshida, Yuji, (2003)
The valuation of European options in uncertain environment
Research Papers - Ordering of Convex Fuzzy Sets -- A Brief Survey and New Results
Kurano, Masami, (2000)