Pricing European options under uncertainty with application of Lévy processes and the minimal \(L^q\) equivalent martingale measure
type: Item
instance of: scholarly article
title: Pricing European options under uncertainty with application of Lévy processes and the minimal \(L^q\) equivalent martingale measure
zbMATH Open document ID: 1416.91381
author: Yanyan Li
published in: Journal of Computational and Applied Mathematics
publication date: 2018-10-10T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60H30
Mathematics Subject Classification ID: 03E72
Mathematics Subject Classification ID: 60G44
zbMATH DE Number: 6950493
zbMATH Keywords: option pricing
zbMATH Keywords: stochastic processes
zbMATH Keywords: fuzzy set theory
zbMATH Keywords: decision-making
MaRDI profile type: Publication
full work available at URL: j.cam.2018.06.046
OpenAlex ID: W2810460828
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DOI: 10.1016/J.CAM.2018.06.046
description: scientific article; zbMATH DE number 6950493