Credit derivatives pricing model for fuzzy financial market

DOI10.1155/2015/879185zbMath1395.91471OpenAlexW1915256016WikidataQ59119755 ScholiaQ59119755MaRDI QIDQ1666827

Liang Wu, Xiaojing Lin, Ya-Ming Zhuang

Publication date: 27 August 2018

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2015/879185

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (3)

The total return swap pricing model under fuzzy random environments ⋮ Introducing fuzziness in CDS pricing under a structural model ⋮ A new default probability calculation formula and its application under uncertain environments

Cites Work

• Unnamed Item
• Option pricing for an uncertain stock model with jumps
• A reduced-form intensity-based model under fuzzy environments
• Fractional Liu process with application to finance
• Theory and practice of uncertain programming.
• Fuzzy sets

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