Pricing of European call option under fuzzy interest rate
type: Item
instance of: scholarly article
title: Pricing of European call option under fuzzy interest rate
author: Cuilian You
author: Le Bo
published in: Journal of Industrial and Management Optimization
publication date: 2022-11-14T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 35R13
zbMATH DE Number: 7616045
zbMATH Keywords: Liu process
zbMATH Keywords: fuzzy differential equation
zbMATH Keywords: option pricing
MaRDI profile type: Publication
full work available at URL: jimo.2022033
OpenAlex ID: W4226396193
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cites work: Q4905685
cites work: Fractional Liu process with application to finance
cites work: Option pricing formulas for generalized fuzzy stock model
cites work: An equilibrium characterization of the term structure
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cites work: Stability in mean for fuzzy differential equation
cites work: Fuzzy sets
cites work: Fuzzy sets as a basis for a theory of possibility
DOI: 10.3934/JIMO.2022033
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description: scientific article; zbMATH DE number 7616045