A new method to solve fuzzy stochastic finance problem
Jayanta Kumar Dash, Sumitra Panda and Golak Bihari Panda
| Year of publication: |
2022
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|---|---|
| Authors: | Dash, Jayanta Kumar ; Panda, Sumitra ; Panda, Golak Bihari |
| Published in: |
Journal of economic studies. - [Erscheinungsort nicht ermittelbar] : Proquest, ISSN 1758-7387, ZDB-ID 1480042-1. - Vol. 49.2022, 2, p. 243-258
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| Subject: | European call price | Fuzzy geometric Brownian motion (FGBM) | Fuzzy Ito integral | Fuzzy log normal distribution | Positive fuzzy number | Strike price | Fuzzy-Set-Theorie | Fuzzy sets | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JES-10-2020-0521 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013173397