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]
@article{ZhangW18-45,
title = {Fuzzy Levy-GJR-GARCH American Option Pricing Model Based on an Infinite Pure Jump Process},
author = {Huiming Zhang and Junzo Watada},
year = {2018},
url = {http://search.ieice.org/bin/summary.php?id=e101-d_7_1843},
researchr = {https://researchr.org/publication/ZhangW18-45},
cites = {0},
citedby = {0},
journal = {IEICE Transactions},
volume = {101-D},
number = {7},
pages = {1843-1859},
}