Fuzzy Random Option Pricing in Continuous Time: A Systematic Review and an Extension of Vasicek’s Equilibrium Model of the Term Structure
Fuzzy random option pricing in continuous time (FROPCT) has emerged as an active research field over the past two decades; thus, there is a need for a comprehensive review that provides a broad perspective on the literature and identifies research gaps. In this regard, we conducted a structure revie...
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| Format: | Article |
| Language: | English |
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MDPI AG
2023-05-01
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| Series: | Mathematics |
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| Online Access: | https://www.mdpi.com/2227-7390/11/11/2455 |