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A note on Yoshida's optimal stopping model for option pricing - MaRDI portal

A note on Yoshida's optimal stopping model for option pricing (Q2572267)

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A note on Yoshida's optimal stopping model for option pricing
scientific article

    Statements

    title
    A note on Yoshida's optimal stopping model for option pricing (English)
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    author
    Pedro Terán
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    publication date
    16 November 2005
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    zbMATH Keywords
    Pricing
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    Fuzzy set
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    Optimal stopping time
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    Fuzzy random variable
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    Identifiers

    Mathematics Subject Classification ID
    91B18
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    60G40
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    91B70
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    03E72
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    zbMATH DE Number
    2229510
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    OpenAlex ID
    W2035095819
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