Option pricing and the Greeks under Gaussian fuzzy environments
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Publication:780218
DOI10.1007/s00500-019-03876-wzbMath1436.91109OpenAlexW2921338374WikidataQ128295048 ScholiaQ128295048MaRDI QIDQ780218
Cheng-Feng Hu, Hong-Ming Chen, Yeh, Wei-Chang
Publication date: 15 July 2020
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-019-03876-w
Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Derivative securities (option pricing, hedging, etc.) (91G20)
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Cites Work
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