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Fuzzy Sets and Systems 2016 / 12

The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options

Li, Hua, Ware, Antony, Di, Lan, Yuan, George, Swishchuk, Anatoliy, Yuan, Steven
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Language:
english
Journal:
Fuzzy Sets and Systems
DOI:
10.1016/j.fss.2016.12.005
Date:
December, 2016
File:
PDF, 1.90 MB
english, 2016
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