Fuzzy Levy-GJR-GARCH American Option Pricing Model Based on an Infinite Pure Jump Process

Huiming Zhang, Junzo Watada. Fuzzy Levy-GJR-GARCH American Option Pricing Model Based on an Infinite Pure Jump Process. IEICE Transactions, 101-D(7):1843-1859, 2018. [doi]

Abstract

Abstract is missing.