Application of Fuzzy Theory to Binomial Option Pricing Model

DOI10.1007/978-3-540-88914-4_9zbMath1211.91238OpenAlexW113466508MaRDI QIDQ3079372

Yi Chen, Shuxia Liu, Na-Xu

Publication date: 2 March 2011

Published in: Advances in Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-88914-4_9

zbMATH Keywords

optionsfuzzy theorybinomial option pricing

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20)

Related Items (1)

Possibilistic fuzzy pay-off method for real option valuation with application to research and development investment analysis

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