"Quanto European Option Pricing With Ambiguous Return Rates and Volatilities."

Junfei Zhang, Shoumei Li (2017)

> Home

Details and statistics

DOI: 10.1109/TFUZZ.2016.2598358

access: closed

type: Journal Article

metadata version: 2020-05-12

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/tfs/ZhangL17
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/tfs/ZhangL17
Junfei Zhang, Shoumei Li:
Quanto European Option Pricing With Ambiguous Return Rates and Volatilities. IEEE Trans. Fuzzy Syst. 25(2): 417-424 (2017)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.