The fuzzy jump-Diffusion model to pricing european vulnerable options

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作者
机构
[1] Xu, Weijun
[2] Peng, Xiaolong
[3] Xiao, Weilin
来源
Xiao, W. (pengxiaolong19@126.com) | 1600年 / Chinese Fuzzy Systems Association卷 / 15期
基金
中国国家自然科学基金;
关键词
Costs - Electronic trading - Financial markets - Fuzzy rules - Risk perception;
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