The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options
type: Item
instance of: scholarly article
title: The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options
zbMATH Open document ID: 1381.35236
author: Hua Li
author: Antony Ware
author: Lan Di
author: Anatoliy Swishchuk
author: Steven Yuan
author: George Yuan
published in: Fuzzy Sets and Systems
publication date: 2018-02-21T00:00:00Z
Mathematics Subject Classification ID: 35R13
Mathematics Subject Classification ID: 35Q91
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6841422
zbMATH Keywords: fuzzy parameters
zbMATH Keywords: option pricing
zbMATH Keywords: optimal-hedging
zbMATH Keywords: nonlinear fuzzy PDE
MaRDI profile type: Publication
full work available at URL: j.fss.2016.12.005
OpenAlex ID: W2559969663
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DOI: 10.1016/J.FSS.2016.12.005
description: scientific article; zbMATH DE number 6841422