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Volumn 20, Issue 1, 2005, Pages 89-102

European option pricing under fuzzy environments

Author keywords

[No Author keywords available]

Indexed keywords

DATA ACQUISITION; DATABASE SYSTEMS; DECISION MAKING; FUZZY SETS; MATHEMATICAL MODELS; PARAMETER ESTIMATION; RISK ASSESSMENT;

EID: 11844281593     PISSN: 08848173     EISSN: None     Source Type: Journal    
DOI: 10.1002/int.20055     Document Type: Article
Times cited : (53)

References (12)
  • 1
    • 85015692260 scopus 로고
    • The pricing of options and corporate liabilities
    • Black F, Scholes M. The pricing of options and corporate liabilities. J Polit Econ 1973; 81:637-659.
    • (1973) J Polit Econ , vol.81 , pp. 637-659
    • Black, F.1    Scholes, M.2
  • 2
  • 4
    • 0016458950 scopus 로고
    • The concept of linguistic variable and its application to approximate reasoning I
    • Zadeh LA. The concept of linguistic variable and its application to approximate reasoning I. Inform Sci 1975;8:199-249.
    • (1975) Inform Sci , vol.8 , pp. 199-249
    • Zadeh, L.A.1
  • 5
    • 0016459349 scopus 로고
    • The concept of linguistic variable and its application to approximate reasoning II
    • Zadeh LA. The concept of linguistic variable and its application to approximate reasoning II. Inform Sci 1975;8:301-357.
    • (1975) Inform Sci , vol.8 , pp. 301-357
    • Zadeh, L.A.1
  • 6
    • 0016631726 scopus 로고
    • The concept of linguistic variable and its application to approximate reasoning III
    • Zadeh LA. The concept of linguistic variable and its application to approximate reasoning III. Inform Sci 1975;9:43-80.
    • (1975) Inform Sci , vol.9 , pp. 43-80
    • Zadeh, L.A.1
  • 8
    • 6344232554 scopus 로고
    • Fuzzy random variables I: Definitions and theorems
    • Kwakernaak H. Fuzzy random variables I: Definitions and theorems. Inform Sci 1978; 15:1-29.
    • (1978) Inform Sci , vol.15 , pp. 1-29
    • Kwakernaak, H.1
  • 10
    • 50549204934 scopus 로고
    • Integrals of set-valued functions
    • Aumann RJ. Integrals of set-valued functions. J Math Anal Appl 1965;12:1-12.
    • (1965) J Math Anal Appl , vol.12 , pp. 1-12
    • Aumann, R.J.1
  • 11
    • 0035480420 scopus 로고    scopus 로고
    • A unified approach to fuzzy random variables
    • Krätschmer V. A unified approach to fuzzy random variables. Fuzzy Sets Syst 2001;123:1-9.
    • (2001) Fuzzy Sets Syst , vol.123 , pp. 1-9
    • Krätschmer, V.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.