Interval pricing study of deposit insurance in China

DOI10.1155/2020/1531852zbMath1459.91206OpenAlexW3097793130MaRDI QIDQ2213396

Sulin Wu, Yifan Wu, Sangzhi Zhu, Shenggang Yang

Publication date: 1 December 2020

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/1531852

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

Cites Work

• Unnamed Item
• The Pricing of Options and Corporate Liabilities
• Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options
• Pricing European options based on the fuzzy pattern of Black-Scholes formula.
• The valuation of European options in uncertain environment
• MAXIMUM LIKELIHOOD ESTIMATION USING PRICE DATA OF THE DERIVATIVE CONTRACT
• European option pricing under fuzzy environments
• Fuzzy sets

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