Pages that link to "Item:Q1697932"
From MaRDI portal
The following pages link to The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options (Q1697932):
Displaying 6 items.
- Compound option pricing under fuzzy environment (Q1714799) (← links)
- Binary option pricing using fuzzy numbers (Q1761568) (← links)
- Pricing European options under uncertainty with application of Lévy processes and the minimal \(L^q\) equivalent martingale measure (Q1789724) (← links)
- European option pricing under fuzzy CEV model (Q2696948) (← links)
- Valuation of forward contract price in energy markets described by a fuzzy-stochastic model and mathematical algorithms: a case study of the PJM western hub real-time peak market (Q6563136) (← links)
- Geometric Asian power option pricing with transaction cost under the geometric fractional Brownian motion with \(w\) sources of risk in fuzzy environment (Q6591548) (← links)
