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Computing option price for Levy process with fuzzy parameters

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References

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2013Application of Levy processes and Esscher transformed martingale measures for option pricing in fuzzy framework39 cited
2020Pricing European Option Under Fuzzy Mixed Fractional Brownian Motion Model with Jumps33 cited
2013A fuzzy approach to option pricing in a Levy process setting31 cited

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2017

Analytical pricing of geometric Asian power options on an underlying driven by a mixed fractional Brownian motion

30 cited

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