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Building Fuzzy Variance Gamma Option Pricing Models with Jump Levy Process.

Huiming ZhangJunzo Watada
Published in: KES-IDT (2) (2017)
Keyphrases
  • option pricing
  • probabilistic model
  • markov chain
  • data mining
  • domain knowledge
  • fuzzy logic
  • fuzzy sets
  • random fields
  • historical data