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

Yuji Yoshida et al. (2005)

> Home

Details and statistics

DOI: 10.1007/S10700-005-1889-9

access: closed

type: Journal Article

metadata version: 2020-03-13

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/fodm/YoshidaYNK05
- ask others
- share record
  persistent URL:
  - 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)

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.