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"A Binomial Tree Approach to Pricing Vulnerable Option in a Vague World."

Weijun Xu, Guifang Liu, Xiaojian Yu (2018)

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DOI: 10.1142/S0218488518500083

access: closed

type: Journal Article

metadata version: 2020-06-18

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  - journals/ijufks/XuLY18
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  - https://dblp.org/rec/journals/ijufks/XuLY18
Weijun Xu, Guifang Liu, Xiaojian Yu:
A Binomial Tree Approach to Pricing Vulnerable Option in a Vague World. Int. J. Uncertain. Fuzziness Knowl. Based Syst. 26(1): 143-166 (2018)

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