A jump-diffusion model for option pricing under fuzzy environments
Weidong Xu, Chongfeng Wu, Weijun Xu, Hongyi Li
| Year of publication: |
2009
|
|---|---|
| Authors: | Xu, Weidong ; Wu, Chongfeng ; Xu, Weijun ; Li, Hongyi |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 44.2009, 3, p. 337-344
|
| Subject: | Optionspreistheorie | Option pricing theory | Fuzzy-Set-Theorie | Fuzzy sets | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009517630