The following pages link to (Q2762115):
Displaying 10 items.
- Computing option price for Lévy process with fuzzy parameters (Q1044156) (← links)
- Pricing European options under uncertainty with application of Lévy processes and the minimal \(L^q\) equivalent martingale measure (Q1789724) (← links)
- Application of Lévy processes and Esscher transformed martingale measures for option pricing in fuzzy framework (Q2252399) (← links)
- A mathematical model for the bond market. (Q2487858) (← links)
- Capacity investment, pricing, and production allocation across international markets with exchange rate uncertainty (Q2884820) (← links)
- Introduction to the mathematics of financial markets (Q4454897) (← links)
- The mathematics of finance: pricing derivatives (Q4497940) (← links)
- (Q4675323) (← links)
- A fuzzy approach to option pricing in a Levy process setting (Q5396437) (← links)
- Finanzmarktstatistik (Q5714244) (← links)