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"Options pricing with time changed Lévy processes under imprecise ..."

Zhi-Yuan Feng et al. (2015)

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DOI: 10.1007/S10700-014-9191-3

access: closed

type: Journal Article

metadata version: 2023-09-30

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Zhi-Yuan Feng, Johnson T.-S. Cheng, Yu-Hong Liu, I-Ming Jiang:
Options pricing with time changed Lévy processes under imprecise information. Fuzzy Optim. Decis. Mak. 14(1): 97-119 (2015)

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