The valuation of European options in uncertain environment

European Journal of Operational Research

Volumn 145, Issue 1, 2003, Pages 221-229

  Yoshida, Yuji ^a  

^a UNIVERSITY OF KITAKYUSHU   (Japan)

Author keywords

European options; Fuzzy expectation; Fuzzy stochastic process; Uncertainty modeling; Valuation of price

Indexed keywords

FINANCE; FUZZY SETS; MATHEMATICAL MODELS; RANDOM PROCESSES; UNCERTAIN SYSTEMS;

UNCERTAINTY MODELING;

OPERATIONS RESEARCH;

EID: 0037448779     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-2217(02)00209-6     Document Type: Article

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