Sensitivity of option prices via fuzzy Malliavin calculus (Q6058065)
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scientific article; zbMATH DE number 7755965
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sensitivity of option prices via fuzzy Malliavin calculus |
scientific article; zbMATH DE number 7755965 |
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Sensitivity of option prices via fuzzy Malliavin calculus (English)
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27 October 2023
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Malliavin calculus
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fuzzy stochastic process
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fuzzy option pricing
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price sensitivity
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