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A fuzzy approach to option pricing in a Levy process setting

Object's details: A fuzzy approach to option pricing in a Levy process setting

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Provider:Zielonogórska Biblioteka Cyfrowa

Description

Title:
A fuzzy approach to option pricing in a Levy process setting
Creator:
Nowak, Piotr;
Romaniuk, Maciej
Contributor:
Korbicz, Józef (Red.);
Uciński, Dariusz (Red.)
Object availability:
free access
Rights:
Biblioteka Uniwersytetu Zielonogórskiego
Date:
2013
Type:
artykuł
Language:
English;
eng
Source:
AMCS, volume 23, number 3 (2013)
Publisher:
Zielona Góra: Uniwersytet Zielonogórski
Subject:
option pricing;
Levy processes;
minimal entropy martingale measure;
fuzzy sets;
Monte Carlo simulation
Identifier:
10.2478/amcs-2013-0046
Data provider:
Zielonogórska Biblioteka Cyfrowa

Can I use it?:
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Type:
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