Parametrized fuzzy numbers for option pricing

IEEE International Conference on Fuzzy Systems

Volumn , Issue , 2007, Pages

  Guerra, Maria Letizia ^a,b   Sorini, Laerte ^b   Stefanini, Luciano ^b  

^a UNIVERSITY OF BOLOGNA   (Italy)

^b UNIVERSITY OF URBINO   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

CONSTRAINT THEORY; FINANCIAL DATA PROCESSING; FUZZY LOGIC; FUZZY RULES; FUZZY SETS; FUZZY SYSTEMS; SET THEORY;

CONSTRAINED OPTIMIZATION PROBLEMS; FINANCIAL MARKETS; FUZZY ARITHMETICS; FUZZY MODELLING; FUZZY NUMBERS; INTERNATIONAL CONFERENCES; OPTION PRICING; PRICING MODELS; REAL MARKETS; RELATIVE RIGIDITY; STYLIZED FACTS;

CONSTRAINED OPTIMIZATION;

EID: 50249151994     PISSN: 10987584     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/FUZZY.2007.4295456     Document Type: Conference Paper

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