基于模糊二叉树模型的美式看跌期权定价问题

基于模糊二叉树模型的美式看跌期权定价问题

卢丽娟;胡云姣*

Pricing of American put options based on a fuzzy binomial model

LU LiJuan;HU YunJiao

. 2012, (3): 114 -118 .