The valuation of European options in uncertain environment
type: Item
instance of: scholarly article
title: The valuation of European options in uncertain environment
zbMATH Open document ID: 1011.91045
DOI: 10.1016/S0377-2217(02)00209-6
author: Yuji Yoshida
published in: European Journal of Operational Research
publication date: 2003-04-10T00:00:00Z
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 1896772
zbMATH Keywords: uncertainty modeling
zbMATH Keywords: European options
zbMATH Keywords: valuation of price
zbMATH Keywords: fuzzy stochastic
zbMATH Keywords: process
zbMATH Keywords: fuzzy expectation
MaRDI profile type: Publication
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full work available at URL: s0377-2217(02)00209-6
OpenAlex ID: W1968509795
description: scientific article; zbMATH DE number 1896772