Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.
Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.
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]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Building Fuzzy Levy-GJR-GARCH American Option Pricing ModelHuiming Zhang, Junzo Watada. iukm 2019: 197-209 [doi] Building Fuzzy Variance Gamma Option Pricing Models with Jump Levy ProcessHuiming Zhang, Junzo Watada. kesidt 2018: 105-116 [doi] Numerical Analysis of American Option Pricing in a Jump-Diffusion ModelXiao Lan Zhang. mor, 22(3):668-690, 1997. [doi]
The following publications are possibly variants of this publication: