Option pricing and the Greeks under Gaussian fuzzy environments
type: Item
instance of: scholarly article
title: Option pricing and the Greeks under Gaussian fuzzy environments
zbMATH Open document ID: 1436.91109
author: Hong-Ming Chen
author: Cheng-Feng Hu
author: W. Yeh
published in: Soft Computing
publication date: 2020-07-15T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 90C70
zbMATH DE Number: 7220747
zbMATH Keywords: Gaussian fuzzy number
zbMATH Keywords: options
zbMATH Keywords: Greeks
zbMATH Keywords: SPX
zbMATH Keywords: optimization
MaRDI profile type: Publication
full work available at URL: s00500-019-03876-w
OpenAlex ID: W2921338374
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Wikidata QID: Q128295048
DOI: 10.1007/S00500-019-03876-W
description: scientific article; zbMATH DE number 7220747