Option price sensitivities through fuzzy numbers (Q552168)

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scientific article; zbMATH DE number 5929976
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English
Option price sensitivities through fuzzy numbers
scientific article; zbMATH DE number 5929976

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    Option price sensitivities through fuzzy numbers (English)
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    21 July 2011
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    fuzzy numbers
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    parameterization
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    option pricing
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    sensitivity analysis
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