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]

@inproceedings{ZhangW19-11,
  title = {Building Fuzzy Levy-GJR-GARCH American Option Pricing Model},
  author = {Huiming Zhang and Junzo Watada},
  year = {2019},
  doi = {10.1007/978-3-030-14815-7_17},
  url = {https://doi.org/10.1007/978-3-030-14815-7_17},
  researchr = {https://researchr.org/publication/ZhangW19-11},
  cites = {0},
  citedby = {0},
  pages = {197-209},
  booktitle = {Integrated Uncertainty in Knowledge Modelling and Decision Making - 7th International Symposium, IUKM 2019, Nara, Japan, March 27-29, 2019, Proceedings},
  editor = {Hirosato Seki and Canh Hao Nguyen and Van-Nam Huynh and Masahiro Inuiguchi},
  volume = {11471},
  series = {Lecture Notes in Computer Science},
  publisher = {Springer},
  isbn = {978-3-030-14815-7},
}