Fuzzy pricing of European option based on the long-term memory property

QIN Xuezhi, LIN Xianwei, WANG Wenhua

Systems Engineering - Theory & Practice ›› 2019, Vol. 39 ›› Issue (12) : 3073-3083.

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Systems Engineering - Theory & Practice ›› 2019, Vol. 39 ›› Issue (12) : 3073-3083. DOI: 10.12011/1000-6788-2018-2564-11

Fuzzy pricing of European option based on the long-term memory property

  • QIN Xuezhi, LIN Xianwei, WANG Wenhua
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2019, 39(12): 3073-3083 https://doi.org/10.12011/1000-6788-2018-2564-11

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