Fuzzy pricing of geometric Asian options and its algorithm

Wei-Guo Zhang, Wei-Lin Xiao, Wen-Tao Kong, Yue Zhang. Fuzzy pricing of geometric Asian options and its algorithm. Appl. Soft Comput., 28:360-367, 2015. [doi]

Authors

Wei-Guo Zhang

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Wei-Lin Xiao

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Wen-Tao Kong

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Yue Zhang

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