Pages that link to "Item:Q552168"
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The following pages link to Option price sensitivities through fuzzy numbers (Q552168):
Displaying 17 items.
- Interval and fuzzy average internal rate of return for investment appraisal (Q277408) (← links)
- On some characterizations of preinvex fuzzy mappings (Q456953) (← links)
- Option implied moments obtained through fuzzy regression (Q778074) (← links)
- Option pricing and the Greeks under Gaussian fuzzy environments (Q780218) (← links)
- Different optimum notions for fuzzy functions and optimality conditions associated (Q1795054) (← links)
- A fuzzy approach for R\&D compound option valuation (Q2013837) (← links)
- Application of Lévy processes and Esscher transformed martingale measures for option pricing in fuzzy framework (Q2252399) (← links)
- On characterizations of directional derivatives and subdifferentials of fuzzy functions (Q2333563) (← links)
- Pricing currency option based on the extension principle and defuzzification via weighting parameter identification (Q2375610) (← links)
- On theoretical pricing of options with fuzzy estimators (Q2378233) (← links)
- Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing (Q2389909) (← links)
- Option valuation model with adaptive fuzzy numbers (Q2459625) (← links)
- The fuzzy pricing of Asian options based on weighted possibilistic mean (Q2919721) (← links)
- (Q3430954) (← links)
- (Q3641858) (← links)
- Fuzzy portfolio model with fuzzy-input return rates and fuzzy-output proportions (Q5265619) (← links)
- Sensitivity of option prices via fuzzy Malliavin calculus (Q6058065) (← links)