The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options

Hua Li, Antony Ware, Lan Di, George Yuan, Anatoliy Swishchuk, Steven Yuan. The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options. Fuzzy Sets and Systems, 331:14-25, 2018. [doi]

Authors

Hua Li

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Antony Ware

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Lan Di

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George Yuan

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Anatoliy Swishchuk

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Steven Yuan

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