Pricing Options, Forwards and Futures Using Fuzzy Set Theory

DOI10.1007/978-3-540-70810-0_18zbMath1151.91487OpenAlexW203580229MaRDI QIDQ3536803

Esfandiar Eslami, Buckley, James J.

Publication date: 24 November 2008

Published in: Fuzzy Engineering Economics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-540-70810-0_18

Mathematics Subject Classification ID

Theory of fuzzy sets, etc. (03E72) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)

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