A new method to solve fuzzy stochastic finance problem
Year of publication: |
2022
|
---|---|
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
|
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 |
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