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N-Fold Compound Option Fuzzy Pricing Based on the Fractional Brownian Motion

Authors :
Pingping Zhao
Tong Wang
Kaili Xiang
Peimin Chen
Source :
International Journal of Fuzzy Systems. 24:2767-2782
Publication Year :
2022
Publisher :
Springer Science and Business Media LLC, 2022.

Subjects

Subjects :
Computational Theory and Mathematics
Artificial Intelligence
Software
Theoretical Computer Science

Details

ISSN :
21993211 and 15622479
Volume :
24
Database :
OpenAIRE
Journal :
International Journal of Fuzzy Systems
Accession number :
edsair.doi...........5ab9ccf2977faed3663998f5c5b666eb

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