Option Pricing in the Presence of Uncertainty

DOI10.1007/978-3-540-36247-0_11zbMath1269.91077OpenAlexW2150295554MaRDI QIDQ3594255

Huguette Reynaerts, Silvia Muzzioli

Publication date: 7 August 2007

Published in: Perception-based Data Mining and Decision Making in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-36247-0_11

Mathematics Subject Classification ID

Theory of fuzzy sets, etc. (03E72) Derivative securities (option pricing, hedging, etc.) (91G20)

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