Pricing European Call Currency Option Based on Fuzzy Estimators
نویسندگان
چکیده
منابع مشابه
Mathematical analysis and pricing of the European continuous installment call option
In this paper we consider the European continuous installment call option. Then its linear complementarity formulation is given. Writing the resulted problem in variational form, we prove the existence and uniqueness of its weak solution. Finally finite element method is applied to price the European continuous installment call option.
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متن کاملmathematical analysis and pricing of the european continuous installment call option
in this paper we consider the european continuous installment call option. then its linear complementarity formulation is given. writing the resulted problem in variational form, we prove the existence and uniqueness of its weak solution. finally finite element method is applied to price the european continuous installment call option.
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ژورنال
عنوان ژورنال: Applied Mathematics
سال: 2011
ISSN: 2152-7385,2152-7393
DOI: 10.4236/am.2011.24058