Options pricing with time changed Lévy processes under imprecise information
Zhi-Yuan Feng; Johnson T.-S. Cheng; Yu-Hong Liu; I-Ming Jiang
| Year of publication: |
2015
|
|---|---|
| Authors: | Feng, Zhi-Yuan ; Cheng, Johnson T.-S. ; Liu, Yu-Hong ; Jiang, I-Ming |
| Published in: |
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1568-4539, ZDB-ID 2167798-0. - Vol. 14.2015, 1, p. 97-119
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| Subject: | Fuzzy measure | Triangle-type fuzzy Number | Lévy processes | Stochastic volatility | Imprecise information | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Fuzzy-Set-Theorie | Fuzzy sets | Volatilität | Volatility | Informationsökonomik | Economics of information |
| Extent: | graph. Darst. |
|---|---|
| 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://ebvufind01.dmz1.zbw.eu/10011313098