The double exponential jump diffusion model for pricing European options under fuzzy environments

By Li-Hua Zhang, Wei-guo Zhang, Weijun Xu, Weilin Xiao. 2012

46 citations recorded by the source corpus.

Subfields: Applied Mathematics, Finance

View Paper: https://www.semanticscholar.org/paper/856288f0dc2db0076ccbf60e0b77adac15c7d2ec