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Construction of the bino-trinomial method using the fuzzy set approach for option pricing - MaRDI portal

Construction of the bino-trinomial method using the fuzzy set approach for option pricing (Q6631826)

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scientific article; zbMATH DE number 7937888
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English
Construction of the bino-trinomial method using the fuzzy set approach for option pricing
scientific article; zbMATH DE number 7937888

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    Construction of the bino-trinomial method using the fuzzy set approach for option pricing (English)
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    1 November 2024
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    fuzzy volatility
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    option pricing
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    bino-trinomial tree model
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    binomial tree model
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    trinomial tree model
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