Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options

Applied Mathematics and Computation

Volumn 185, Issue 1, 2007, Pages 136-146

  Wu, Hsien Chung ^a  

^a NATIONAL KAOHSIUNG NORMAL UNIVERSITY   (Taiwan)

Author keywords

Black Scholes formula; European options; Financial market; Fuzzy numbers; Put call parity

Indexed keywords

BOUNDARY CONDITIONS; COST ACCOUNTING; FINANCE; MARKETING; OPTIMIZATION; PROBLEM SOLVING;

BLACK-SCHOLES FORMULA; EUROPEAN OPTIONS; FINANCIAL MARKET; FUZZY NUMBERS; PUT-CALL PARITY;

FUZZY SETS;

EID: 33846935691     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2006.07.015     Document Type: Article

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