A jump-diffusion model for option pricing under fuzzy environments
type: Item
instance of: scholarly article
title: A jump-diffusion model for option pricing under fuzzy environments
zbMATH Open document ID: 1162.91388
author: Weidong Xu
author: Chong Feng Wu
author: Hongyi Li
author: Weijun Xu
published in: Insurance Mathematics \& Economics
publication date: 2009-06-10T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60J70
Mathematics Subject Classification ID: 03E72
Mathematics Subject Classification ID: 91G80
zbMATH DE Number: 5563932
zbMATH Keywords: fuzzy numbers
zbMATH Keywords: fuzzy random variable
zbMATH Keywords: European option pricing
zbMATH Keywords: fuzzy jump-diffusion model
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2008.09.003
OpenAlex ID: W2023410638
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DOI: 10.1016/J.INSMATHECO.2008.09.003
description: scientific article; zbMATH DE number 5563932