Pricing a contingent claim with random interval or fuzzy random payoff in one-period setting

DOI10.1016/j.camwa.2008.04.031zbMath1165.91426OpenAlexW2002510702MaRDI QIDQ2389730

Jiajin Le, Xiaodong Ding, Surong You

Publication date: 18 July 2009

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2008.04.031

zbMATH Keywords

arbitragepricingfuzzy random variableinterval numberreplicative strategystate price vector

Mathematics Subject Classification ID

Fuzzy real analysis (26E50)

Related Items (1)

Pricing and hedging in a single period market with random interval valued assets

Cites Work

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