The fuzzy pricing of Asian options based on weighted possibilistic mean (Q2919721)
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scientific article; zbMATH DE number 6090523
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The fuzzy pricing of Asian options based on weighted possibilistic mean |
scientific article; zbMATH DE number 6090523 |
Statements
5 October 2012
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geometric Asian options
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arithmetic Asian options
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weighted possibilistic mean
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weighting function
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fuzzy pricing
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0.8938217
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0.8768696
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0.8760681
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0.8686616
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0.86266553
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0.8610073
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0.85956645
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0.8591025
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The fuzzy pricing of Asian options based on weighted possibilistic mean (English)
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