A jump-diffusion model for option pricing under fuzzy environments

By Weidong Xu, Chongfeng Wu, Weijun Xu, Hongyi Li. 2009

60 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/57e4293195beb672b787db0d4b7c0b910a88931d