IDR - IIT Kharagpur

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

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dc.contributor.author Mandal, Satrajit
dc.date.accessioned 2025-07-21T05:34:52Z
dc.date.available 2025-07-21T05:34:52Z
dc.date.issued 2025-04
dc.identifier.govdoc NB18733
dc.identifier.uri http://127.0.0.1/xmlui/handle/123456789/16186
dc.language.iso en en_US
dc.publisher IIT Kharagpur en_US
dc.subject Fuzzy en_US
dc.subject Jump-Diffusion en_US
dc.subject Bisection Search en_US
dc.subject Black-Scholes en_US
dc.subject Directional Movement en_US
dc.title A Fuzzy Jump-Diffusion Option Pricing Model Based on the Merton Formula en_US
dc.type Thesis en_US


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