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"A Discrete-Time American Put Option Model with Fuzziness of Stock Prices."

Yuji Yoshida et al. (2005)

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DOI: 10.1007/S10700-005-1889-9

access: closed

type: Journal Article

metadata version: 2020-03-13

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  - journals/fodm/YoshidaYNK05
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  - https://dblp.org/rec/journals/fodm/YoshidaYNK05
Yuji Yoshida, Masami Yasuda, Jun-ichi Nakagami, Masami Kurano:
A Discrete-Time American Put Option Model with Fuzziness of Stock Prices. Fuzzy Optim. Decis. Mak. 4(3): 191-207 (2005)

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