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- W2182204054 abstract "This paper is to price European options for assets with stochastic volatility in using fuzzy set theory. The main idea is to transform the probability distribution of stochastic volatility to its possibility distribution" @default.
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- W2182204054 date "2012-01-01" @default.
- W2182204054 modified "2023-09-27" @default.
- W2182204054 title "NONLINEAR PDE APPROACH FOR OPTION PRICING WITH STOCHASTIC VOLATILITY BY USING FUZZY SETS THEORY" @default.
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