"Building Fuzzy Levy-GJR-GARCH American Option Pricing Model."

Huiming Zhang, Junzo Watada (2019)

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DOI: 10.1007/978-3-030-14815-7_17

access: closed

type: Conference or Workshop Paper

metadata version: 2019-03-20

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Huiming Zhang, Junzo Watada:
Building Fuzzy Levy-GJR-GARCH American Option Pricing Model. IUKM 2019: 197-209

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