The double exponential jump diffusion model for pricing European options under fuzzy environments
| Year of publication: |
2012
|
|---|---|
| Authors: | Zhang, Li-Hua ; Zhang, Wei-Guo ; Xu, Wei-Jun ; Xiao, Wei-Lin |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 868243. - Vol. 29.2012, 3, p. 780-787
|