Pricing currency option based on the extension principle and defuzzification via weighting parameter identification

DOI10.1155/2013/623945zbMath1266.91027OpenAlexW1983813920WikidataQ59003392 ScholiaQ59003392MaRDI QIDQ2375610

Jixiang Xu, Yanhua Tan, Jinggui Gao, En-Min Feng

Publication date: 14 June 2013

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/623945

Mathematics Subject Classification ID

Stochastic models in economics (91B70)

Cites Work

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