Market application of the fuzzy-stochastic approach in the heston option pricing model
Analýza stochastického správania kľúčových finančných premenných. Prispôsobenie metodológie fuzzy čísiel na oceňovanie opcií a meranie volatility. Modely oceňovania opcií. Hestonov stochastický model volatility.
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| Format: | Book Chapter |
| Language: | English |
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