A Binomial Tree Approach to Pricing Vulnerable Option in a Vague World (Q4957401)
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scientific article; zbMATH DE number 7392580
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Binomial Tree Approach to Pricing Vulnerable Option in a Vague World |
scientific article; zbMATH DE number 7392580 |
Statements
A Binomial Tree Approach to Pricing Vulnerable Option in a Vague World (English)
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8 September 2021
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fuzzy sets
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vulnerable options
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binomial tree model
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pricing
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credit risk
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