The double exponential jump diffusion model for pricing European options under fuzzy environments
Li-Hua Zhang; Wei-Guo Zhang; Wei-Jun Xu; Wei-Lin Xiao
| Year of publication: |
2012
|
|---|---|
| Authors: | Zhang, Li-Hua ; Zhang, Wei-guo ; Xiao, Wei-Lin |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 3, p. 780-786
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| Subject: | Fuzzy numbers | Option pricing | Jump diffusion | Crisp possibilistic mean value | Optionspreistheorie | Option pricing theory | Fuzzy-Set-Theorie | Fuzzy sets | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process |
| 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://www.econbiz.de/10009545516