✦ LIBER ✦

The double exponential jump diffusion model for pricing European options under fuzzy environments

✍ Scribed by Li-Hua Zhang; Wei-Guo Zhang; Wei-Jun Xu; Wei-Lin Xiao

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Pricing double-barrier options under a f

✍ Ning Cai; Nan Chen; Xiangwei Wan 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 842 KB

Pricing European option in a double expo

✍ Guohe Deng 📂 Article 📅 2007 🏛 SP Editorial Committee of Applied Mathematics - A 🌐 English ⚖ 322 KB

Numerical Valuation of European and Amer

✍ Toivanen, Jari 📂 Article 📅 2008 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 267 KB

A new radial basis functions method for

✍ Saib, A. A.E.F.; Tangman, D. Y.; Bhuruth, M. 📂 Article 📅 2012 🏛 Taylor and Francis Group 🌐 English ⚖ 314 KB

A New Spectral Element Method for Pricin

✍ Feng Chen, Jie Shen, Haijun Yu 📂 Article 📅 2011 🏛 Springer US 🌐 English ⚖ 789 KB

A Second-order Finite Difference Method

✍ Kwon, YongHoon; Lee, Younhee 📂 Article 📅 2011 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 300 KB