On theoretical pricing of options with fuzzy estimators

Journal of Computational and Applied Mathematics

Volumn 223, Issue 2, 2009, Pages 552-566

  Chrysafis, Konstantinos A ^a   Papadopoulos, Basil K ^a  

^a DEMOCRITUS UNIVERSITY OF THRACE   (Greece)

Author keywords

Adaptive fuzzy numbers; Black Scholes option pricing formula; Fuzzy estimators; Fuzzy volatility; Possibilistic mean

Indexed keywords

APPLICATIONS; DISTRIBUTION FUNCTIONS; ECONOMIC AND SOCIAL EFFECTS; FUZZY RULES; FUZZY SETS; NUMERICAL METHODS; PROBABILITY DISTRIBUTIONS; REAL TIME SYSTEMS;

ADAPTIVE FUZZY NUMBERS; BLACK-SCHOLES OPTION PRICING FORMULA; FUZZY ESTIMATORS; FUZZY VOLATILITY; POSSIBILISTIC MEAN;

COSTS;

EID: 56949093261     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cam.2007.12.006     Document Type: Article

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