Model construction of option pricing based on fuzzy theory

Journal of Marine Science and Technology

Volumn 19, Issue 5, 2011, Pages 460-469

  Yu, Shang En ^a   Li, Ming Yuan Leon ^b   Huarng, Kun Huang ^c   Chen, Tsung Hao ^d   Chen, Chen Yuan ^b,e,f  

^a Taiwan Shoufu University   (Taiwan)

^b NATIONAL CHENG KUNG UNIVERSITY   (Taiwan)

^c FENG CHIA UNIVERSITY   (Taiwan)

^d SHU TE UNIVERSITY   (Taiwan)

^e NATIONAL PINGTUNG UNIVERSITY   (Taiwan)

^f NATIONAL KAOHSIUNG UNIVERSITY OF APPLIED SCIENCES   (Taiwan)

Author keywords

Fuzzy set theory; Membership function; Option pricing; Tree model; Warrant

Indexed keywords

BLACK-SCHOLES MODEL; CRR MODEL; EMPIRICAL EVIDENCE; FINANCIAL MARKET; FUZZY MEMBERSHIP FUNCTION; FUZZY MODELS; FUZZY SETS THEORY; FUZZY THEORY; FUZZY VOLATILITY; MODEL CONSTRUCTION; OPTIMAL VALUES; OPTION PRICE; OPTION PRICING; OPTION VALUATION; REFERENCE VALUES; RISK PREFERENCE; TREE MODELS; WARRANT;

COSTS; ECONOMICS; FUZZY SETS; MEMBERSHIP FUNCTIONS;

FUZZY SET THEORY;

EID: 80355123923     PISSN: 10232796     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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