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. [doi]
@inproceedings{ZhangW17-69,
title = {Building Fuzzy Variance Gamma Option Pricing Models with Jump Levy Process},
author = {Huiming Zhang and Junzo Watada},
year = {2017},
doi = {10.1007/978-3-319-59424-8_10},
url = {https://doi.org/10.1007/978-3-319-59424-8_10},
researchr = {https://researchr.org/publication/ZhangW17-69},
cites = {0},
citedby = {0},
pages = {105-116},
booktitle = {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},
editor = {Ireneusz Czarnowski and Robert J. Howlett and Lakhmi C. Jain},
volume = {73},
series = {Smart Innovation, Systems and Technologies},
publisher = {Springer},
isbn = {978-3-319-59424-8},
}