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Geometric Asian power option pricing with transaction cost under the geometric fractional Brownian motion with w sources of risk in fuzzy environment.

Abdulaziz AlsenafiFares AlazemiAlireza Najafi
Published in: J. Comput. Appl. Math. (2025)
Keyphrases
  • option pricing
  • black scholes
  • fuzzy logic
  • transaction costs
  • fuzzy numbers
  • decision making
  • image segmentation
  • mathematical model
  • multi criteria
  • fractional brownian motion