Computing option price for Lévy process with fuzzy parameters
type: Item
instance of: scholarly article
title: Computing option price for Lévy process with fuzzy parameters
zbMATH Open document ID: 1177.91132
author: J. Blot
published in: European Journal of Operational Research
publication date: 2009-12-10T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 90C70
zbMATH DE Number: 5645189
zbMATH Keywords: finance
zbMATH Keywords: stochastic processes
zbMATH Keywords: fuzzy sets
zbMATH Keywords: simulation
MaRDI profile type: Publication
full work available at URL: j.ejor.2009.02.009
OpenAlex ID: W2017545778
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DOI: 10.1016/J.EJOR.2009.02.009
description: scientific article; zbMATH DE number 5645189