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]
@article{LiWDYSY18,
title = {The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options},
author = {Hua Li and Antony Ware and Lan Di and George Yuan and Anatoliy Swishchuk and Steven Yuan},
year = {2018},
doi = {10.1016/j.fss.2016.12.005},
url = {https://doi.org/10.1016/j.fss.2016.12.005},
researchr = {https://researchr.org/publication/LiWDYSY18},
cites = {0},
citedby = {0},
journal = {Fuzzy Sets and Systems},
volume = {331},
pages = {14-25},
}