The total return swap pricing model under fuzzy random environments

DOI10.1155/2017/9762841zbMath1405.91656OpenAlexW2582231880WikidataQ59143366 ScholiaQ59143366MaRDI QIDQ2398729

Liang Wu, Jiefang Liu, Ya-Ming Zhuang, Jun Tao Wang

Publication date: 21 August 2017

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2017/9762841

zbMATH Keywords

fuzzy form pricing formulajump diffusion model with fuzzinesstotal return swap pricing

Mathematics Subject Classification ID

Related Items (2)

Introducing fuzziness in CDS pricing under a structural model ⋮ A new default probability calculation formula and its application under uncertain environments

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