Weijun Xu, Guifang Liu, Xiaojian Yu. A Binomial Tree Approach to Pricing Vulnerable Option in a Vague World. International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 26(1):143-166, 2018. [doi]
@article{XuLY18-2,
title = {A Binomial Tree Approach to Pricing Vulnerable Option in a Vague World},
author = {Weijun Xu and Guifang Liu and Xiaojian Yu},
year = {2018},
doi = {10.1142/S0218488518500083},
url = {https://doi.org/10.1142/S0218488518500083},
researchr = {https://researchr.org/publication/XuLY18-2},
cites = {0},
citedby = {0},
journal = {International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems},
volume = {26},
number = {1},
pages = {143-166},
}