The application of fuzzy sets theory to the Black-Scholes formula is proposed in this article. Owing to the vague fluctuation of financial markets from time to time, the risk-free interest rate, volatility, and the price of underlying assets may occur imprecisely. In this case, it is natural to cons
โฆ LIBER โฆ
Binary option pricing using fuzzy numbers
โ Scribed by A. Thavaneswaran; S.S. Appadoo; J. Frank
- Book ID
- 119188038
- Publisher
- Elsevier Science
- Year
- 2013
- Tongue
- English
- Weight
- 225 KB
- Volume
- 26
- Category
- Article
- ISSN
- 0893-9659
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