Computing option price for Lévy process with fuzzy parameters (Q1044156)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Computing option price for Lévy process with fuzzy parameters |
scientific article; zbMATH DE number 5645189
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computing option price for Lévy process with fuzzy parameters |
scientific article; zbMATH DE number 5645189 |
Statements
Computing option price for Lévy process with fuzzy parameters (English)
0 references
10 December 2009
0 references
finance
0 references
stochastic processes
0 references
fuzzy sets
0 references
simulation
0 references
