مرکز منطقه ای اطلاع رساني علوم و فناوري - A discrete-time model of American put option in an uncertain environment

Title of article :

A discrete-time model of American put option in an uncertain environment

Author/Authors :

Yuji Yoshida، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

153

To page :

166

Keywords :

Fuzzyexpectation , Uncertainty modeling , American put option , Valuation of price , Fuzzy stochastic process , optimal stopping

Journal title :

European Journal of Operational Research

Serial Year :

2003

Journal title :

European Journal of Operational Research

Record number :

214665

Link To Document :