Greeks Analysis of Currency Option under Fuzzy Environment

Jinhong Xu, Weidong Xu, Weijun Xu. Greeks Analysis of Currency Option under Fuzzy Environment. In Lean Yu, Kin Keung Lai, S. K. Mishra, editors, Proceedings of the Second International Joint Conference on Computational Sciences and Optimization, CSO 2009, Sanya, Hainan, China, 24-26 April 2009, Volume 1. pages 446-450, IEEE Computer Society, 2009. [doi]

Abstract

Abstract is missing.