Pages that link to "Item:Q2248260"
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The following pages link to A European option pricing model in a stochastic and fuzzy environment (Q2248260):
Displaying 13 items.
- A comparison of fuzzy regression methods for the estimation of the implied volatility smile function (Q529267) (← links)
- A jump-diffusion model for option pricing under fuzzy environments (Q1023093) (← links)
- The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options (Q1697932) (← links)
- Pricing European options under uncertainty with application of Lévy processes and the minimal \(L^q\) equivalent martingale measure (Q1789724) (← links)
- The valuation of European options in uncertain environment (Q1869451) (← links)
- Option replication with transaction cost under Knightian uncertainty (Q2066047) (← links)
- Pricing of European call option under fuzzy interest rate (Q2097490) (← links)
- Application of Lévy processes and Esscher transformed martingale measures for option pricing in fuzzy framework (Q2252399) (← links)
- European option pricing under fuzzy CEV model (Q2696948) (← links)
- (Q2987613) (← links)
- Fuzzy Binary Tree Model for European Options (Q3618343) (← links)
- Option valuation under double exponential jump with stochastic intensity, stochastic interest rates and Markov regime-switching stochastic volatility (Q6106177) (← 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)
