European option pricing under fuzzy CEV model

DOI10.1007/s10957-022-02108-wOpenAlexW4297988492MaRDI QIDQ2696948

Xinyue Wei, Yu-Jie Zhang, Cuilian You

Publication date: 17 April 2023

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10957-022-02108-w

zbMATH Keywords

option pricingcredibility measurefuzzy differential equationconstant elasticity of varianceLiu process

Mathematics Subject Classification ID

Mathematical programming (90Cxx) Calculus of variations and optimal control; optimization (49-XX)

Cites Work

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