Options pricing with time changed Lévy processes under imprecise information
Feng, Zhi-Yuan, Cheng, Johnson T.-S., Liu, Yu-Hong, Jiang, I-MingVolume:
14
Language:
english
Journal:
Fuzzy Optimization and Decision Making
DOI:
10.1007/s10700-014-9191-3
Date:
March, 2015
File:
PDF, 645 KB
english, 2015