Matches in SemOpenAlex for { <https://semopenalex.org/work/W2374139163> ?p ?o ?g. }
Showing items 1 to 77 of
77
with 100 items per page.
- W2374139163 abstract "In this paper,fuzziness is applied to describe the means and variance of interest rate,volatility,average jump intensity and jump amplitudes that are free from precise determination,so as to consider European binary call option pricing based on the Merton's jump diffusion model. Firstly,w e present the pricing formulas for European binary options under the fuzzy jump diffusion model by replacing the above parameters by their fuzzy numbers,w e also give the method of determining the different level set of fuzzy option price according to the fuzzy operation. At last w e give a numerical example." @default.
- W2374139163 created "2016-06-24" @default.
- W2374139163 creator A5089284838 @default.
- W2374139163 date "2013-01-01" @default.
- W2374139163 modified "2023-09-26" @default.
- W2374139163 title "Binary Option Pricing Under Fuzzy Jump Diffusion Model" @default.
- W2374139163 hasPublicationYear "2013" @default.
- W2374139163 type Work @default.
- W2374139163 sameAs 2374139163 @default.
- W2374139163 citedByCount "0" @default.
- W2374139163 crossrefType "journal-article" @default.
- W2374139163 hasAuthorship W2374139163A5089284838 @default.
- W2374139163 hasConcept C121332964 @default.
- W2374139163 hasConcept C121955636 @default.
- W2374139163 hasConcept C149782125 @default.
- W2374139163 hasConcept C154945302 @default.
- W2374139163 hasConcept C162324750 @default.
- W2374139163 hasConcept C196083921 @default.
- W2374139163 hasConcept C2779664328 @default.
- W2374139163 hasConcept C2780695682 @default.
- W2374139163 hasConcept C28826006 @default.
- W2374139163 hasConcept C33923547 @default.
- W2374139163 hasConcept C41008148 @default.
- W2374139163 hasConcept C42011625 @default.
- W2374139163 hasConcept C48372109 @default.
- W2374139163 hasConcept C58166 @default.
- W2374139163 hasConcept C62520636 @default.
- W2374139163 hasConcept C69357855 @default.
- W2374139163 hasConcept C91602232 @default.
- W2374139163 hasConcept C94375191 @default.
- W2374139163 hasConcept C97355855 @default.
- W2374139163 hasConceptScore W2374139163C121332964 @default.
- W2374139163 hasConceptScore W2374139163C121955636 @default.
- W2374139163 hasConceptScore W2374139163C149782125 @default.
- W2374139163 hasConceptScore W2374139163C154945302 @default.
- W2374139163 hasConceptScore W2374139163C162324750 @default.
- W2374139163 hasConceptScore W2374139163C196083921 @default.
- W2374139163 hasConceptScore W2374139163C2779664328 @default.
- W2374139163 hasConceptScore W2374139163C2780695682 @default.
- W2374139163 hasConceptScore W2374139163C28826006 @default.
- W2374139163 hasConceptScore W2374139163C33923547 @default.
- W2374139163 hasConceptScore W2374139163C41008148 @default.
- W2374139163 hasConceptScore W2374139163C42011625 @default.
- W2374139163 hasConceptScore W2374139163C48372109 @default.
- W2374139163 hasConceptScore W2374139163C58166 @default.
- W2374139163 hasConceptScore W2374139163C62520636 @default.
- W2374139163 hasConceptScore W2374139163C69357855 @default.
- W2374139163 hasConceptScore W2374139163C91602232 @default.
- W2374139163 hasConceptScore W2374139163C94375191 @default.
- W2374139163 hasConceptScore W2374139163C97355855 @default.
- W2374139163 hasLocation W23741391631 @default.
- W2374139163 hasOpenAccess W2374139163 @default.
- W2374139163 hasPrimaryLocation W23741391631 @default.
- W2374139163 hasRelatedWork W1497844789 @default.
- W2374139163 hasRelatedWork W1539670927 @default.
- W2374139163 hasRelatedWork W1546214498 @default.
- W2374139163 hasRelatedWork W1824079376 @default.
- W2374139163 hasRelatedWork W2023410638 @default.
- W2374139163 hasRelatedWork W2080403118 @default.
- W2374139163 hasRelatedWork W2163451434 @default.
- W2374139163 hasRelatedWork W2255361602 @default.
- W2374139163 hasRelatedWork W2321695725 @default.
- W2374139163 hasRelatedWork W2389154586 @default.
- W2374139163 hasRelatedWork W2743882643 @default.
- W2374139163 hasRelatedWork W2790353037 @default.
- W2374139163 hasRelatedWork W2810460261 @default.
- W2374139163 hasRelatedWork W2950178124 @default.
- W2374139163 hasRelatedWork W2956064515 @default.
- W2374139163 hasRelatedWork W3104889079 @default.
- W2374139163 hasRelatedWork W3122867727 @default.
- W2374139163 hasRelatedWork W3124056179 @default.
- W2374139163 hasRelatedWork W3173078710 @default.
- W2374139163 hasRelatedWork W2575187284 @default.
- W2374139163 isParatext "false" @default.
- W2374139163 isRetracted "false" @default.
- W2374139163 magId "2374139163" @default.
- W2374139163 workType "article" @default.