| Valuating for European Barrier Options of Up-and-out Type with Fuzzy Parameters | |
| Zhou, Yingying; Qin, Xuezhi; Yang, Ruicheng | |
| 2008 | |
| 会议名称 | 20th Chinese Control and Decision Conference |
| 会议日期 | 2008-07-02 |
| 会议地点 | Yantai, PEOPLES R CHINA |
| 关键词 | Call option European barrier options Fuzzy number Put option Up-and-out |
| 页码 | 2609-2614 |
| 会议录 | 20th Chinese Control and Decision Conference
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| URL标识 | 查看原文 |
| 内容类型 | 会议论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/5609088 |
| 专题 | 大连理工大学 |
| 作者单位 | Dalian Univ Technol, Sch Management, Dalian 116024, Peoples R China. |
| 推荐引用方式 GB/T 7714 | Zhou, Yingying,Qin, Xuezhi,Yang, Ruicheng. Valuating for European Barrier Options of Up-and-out Type with Fuzzy Parameters[C]. 见:20th Chinese Control and Decision Conference. Yantai, PEOPLES R CHINA. 2008-07-02. |
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