A Fuzzy Jump-Diffusion Option Pricing Model Based on the Merton Formula

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Bibliographic Details
Published in:Asia-Pacific financial markets 2024-04
Main Authors: Mandal, Satrajit, Bhattacharya, Sujoy
Format: Article
Language:English
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ISSN:1387-2834
1573-6946
DOI:10.1007/s10690-024-09456-9