A geometric Lévy model for \(n\)-fold compound option pricing in a fuzzy framework (Q289315)
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scientific article; zbMATH DE number 6587004
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A geometric Lévy model for \(n\)-fold compound option pricing in a fuzzy framework |
scientific article; zbMATH DE number 6587004 |
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A geometric Lévy model for \(n\)-fold compound option pricing in a fuzzy framework (English)
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30 May 2016
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\(n\)-fold compound options
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Lévy process
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Esscher transformed martingale measure
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fuzzy stochastic process
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fuzzy expectation
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