Huiming Zhang, Junzo Watada. Building Fuzzy Variance Gamma Option Pricing Models with Jump Levy Process. In Ireneusz Czarnowski, Robert J. Howlett, Lakhmi C. Jain, editors, Intelligent Decision Technologies 2017 - Proceedings of the 9th KES International Conference on Intelligent Decision Technologies (KES-IDT 2017) - Part II, Algarve, Portugal, June 21-23, 2017. Volume 73 of Smart Innovation, Systems and Technologies, pages 105-116, Springer, 2017.
Abstract is missing.