IDR - IIT Kharagpur

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

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

 

Author: Satrajit Mandal
Supervisor: Prof. Sujoy Bhattacharya
Vinod Gupta School of Management
Indian Institute of Technology Kharagpur, India
April, 2025

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