Compound option pricing under fuzzy environment
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Publication:1714799
DOI10.1155/2014/875319zbMath1406.91457OpenAlexW1983821398WikidataQ59052950 ScholiaQ59052950MaRDI QIDQ1714799
Xiandong Wang, Shouwei Li, Jian-min He
Publication date: 1 February 2019
Published in: Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2014/875319
Theory of fuzzy sets, etc. (03E72) Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10)
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