A Fuzzy Jump-Diffusion Option Pricing Model Based on the Merton Formula
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DOI: 10.1007/s10690-024-09456-9
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More about this item
Keywords
Fuzzy; Jump-diffusion; Option; Bisection search; Black-Scholes;All these keywords.
JEL classification:
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- C6 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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