N-Fold Compound Option Fuzzy Pricing Based on the Fractional Brownian Motion

Pingping Zhao, Tong Wang, Kaili Xiang, Peimin Chen. N-Fold Compound Option Fuzzy Pricing Based on the Fractional Brownian Motion. Int. J. Fuzzy Syst., 24(6):2767-2782, 2022. [doi]

Abstract

Abstract is missing.