Options pricing with time changed Lévy processes under imprecise information
type: Item
instance of: scholarly article
title: Options pricing with time changed Lévy processes under imprecise information
zbMATH Open document ID: 1429.91319
author: Zhi-Yuan Feng
author: Johnson T.-S. Cheng
author: Yu-Hong Liu
author: I-Ming Jiang
published in: Fuzzy Optimization and Decision Making
publication date: 2018-10-15T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 03E72
Mathematics Subject Classification ID: 60G51
zbMATH DE Number: 6954601
zbMATH Keywords: fuzzy measure
zbMATH Keywords: triangle-type fuzzy number
zbMATH Keywords: Lévy processes
zbMATH Keywords: stochastic volatility
zbMATH Keywords: imprecise information
MaRDI profile type: Publication
full work available at URL: s10700-014-9191-3
OpenAlex ID: W2048270753
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DOI: 10.1007/S10700-014-9191-3
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description: scientific article; zbMATH DE number 6954601