Building Fuzzy Levy-GJR-GARCH American Option Pricing Model

Huiming Zhang, Junzo Watada. Building Fuzzy Levy-GJR-GARCH American Option Pricing Model. In Hirosato Seki, Canh Hao Nguyen, Van-Nam Huynh, Masahiro Inuiguchi, editors, Integrated Uncertainty in Knowledge Modelling and Decision Making - 7th International Symposium, IUKM 2019, Nara, Japan, March 27-29, 2019, Proceedings. Volume 11471 of Lecture Notes in Computer Science, pages 197-209, Springer, 2019. [doi]

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