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American option pricing with imprecise risk-neutral probabilities

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Keywords
MODEL, American put option, PRICES, VALUATION, EUROPEAN OPTIONS, STOCHASTIC VOLATILITY, fuzzy linear systems, nonlinear programming, FUZZY LINEAR-SYSTEMS, UNCERTAIN ENVIRONMENT

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Citation

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MLA
Muzzioli, S., and Huguette Reynaerts. “American Option Pricing with Imprecise Risk-neutral Probabilities.” INTERNATIONAL JOURNAL OF APPROXIMATE REASONING 49.1 (2008): 140–147. Print.
APA
Muzzioli, S., & Reynaerts, H. (2008). American option pricing with imprecise risk-neutral probabilities. INTERNATIONAL JOURNAL OF APPROXIMATE REASONING, 49(1), 140–147.
Chicago author-date
Muzzioli, S., and Huguette Reynaerts. 2008. “American Option Pricing with Imprecise Risk-neutral Probabilities.” International Journal of Approximate Reasoning 49 (1): 140–147.
Chicago author-date (all authors)
Muzzioli, S., and Huguette Reynaerts. 2008. “American Option Pricing with Imprecise Risk-neutral Probabilities.” International Journal of Approximate Reasoning 49 (1): 140–147.
Vancouver
1.
Muzzioli S, Reynaerts H. American option pricing with imprecise risk-neutral probabilities. INTERNATIONAL JOURNAL OF APPROXIMATE REASONING. 2008;49(1):140–7.
IEEE
[1]
S. Muzzioli and H. Reynaerts, “American option pricing with imprecise risk-neutral probabilities,” INTERNATIONAL JOURNAL OF APPROXIMATE REASONING, vol. 49, no. 1, pp. 140–147, 2008.
@article{746462,
  author       = {{Muzzioli, S. and Reynaerts, Huguette}},
  issn         = {{0888-613X}},
  journal      = {{INTERNATIONAL JOURNAL OF APPROXIMATE REASONING}},
  keywords     = {{MODEL,American put option,PRICES,VALUATION,EUROPEAN OPTIONS,STOCHASTIC VOLATILITY,fuzzy linear systems,nonlinear programming,FUZZY LINEAR-SYSTEMS,UNCERTAIN ENVIRONMENT}},
  language     = {{eng}},
  number       = {{1}},
  pages        = {{140--147}},
  title        = {{American option pricing with imprecise risk-neutral probabilities}},
  url          = {{http://dx.doi.org/10.1016/j.ijar.2007.06.011}},
  volume       = {{49}},
  year         = {{2008}},
}

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