Option pricing and the Greeks under Gaussian fuzzy environments (Q780218)

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scientific article; zbMATH DE number 7220747
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English
Option pricing and the Greeks under Gaussian fuzzy environments
scientific article; zbMATH DE number 7220747

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    Option pricing and the Greeks under Gaussian fuzzy environments (English)
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    15 July 2020
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    Gaussian fuzzy number
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    options
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    Greeks
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    SPX
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    optimization
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