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Volumn 49, Issue 1, 2008, Pages 140-147

American option pricing with imprecise risk-neutral probabilities

Author keywords

American put option; Fuzzy linear systems; Nonlinear programming

Indexed keywords

COSTS; ECONOMICS; FINANCE; LINEAR EQUATIONS; LINEAR SYSTEMS; MATHEMATICAL MODELS; PROBABILITY; PROBABILITY DISTRIBUTIONS; RANDOM PROCESSES; RISK PERCEPTION; RISKS; STANDARDS; UNCERTAINTY ANALYSIS;

EID: 48849117689     PISSN: 0888613X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ijar.2007.06.011     Document Type: Article
Times cited : (40)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.