A novel option pricing model via fuzzy binomial decision tree

International Journal of Innovative Computing, Information and Control

Volumn 7, Issue 2, 2011, Pages 709-718

  Shine Yu, Shang En ^a   Huarng, Kun Huang ^b   Leon Li, Ming Yuan ^a   Chen, Chen Yuan ^c,d  

^a NATIONAL CHENG KUNG UNIVERSITY   (Taiwan)

^b FENG CHIA UNIVERSITY   (Taiwan)

^c NATIONAL PINGTUNG UNIVERSITY   (Taiwan)

^d NATIONAL KAOHSIUNG UNIVERSITY OF APPLIED SCIENCES   (Taiwan)

Author keywords

Degree of membership; Fuzzy set; Pricing

Indexed keywords

BINS; COSTS; DECISION TREES; ELECTRONIC TRADING; FINANCIAL MARKETS; FUZZY SETS;

BINOMIAL TREE; DEGREE OF MEMBERSHIP; FUZZY MODELING; FUZZY VOLATILITY; MARKET PRICE; OPTION PRICING MODELS; PRICING MODELS;

ECONOMICS;

EID: 79251505520     PISSN: 13494198     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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