An empirical assestment of fuzzy Black and Scholes pricing option model in Spanish stock option market

DOI10.3233/JIFS-17719zbMath1377.91154OpenAlexW2756837887MaRDI QIDQ4599604

Jorge de Andrés-Sánchez

Publication date: 4 January 2018

Published in: Journal of Intelligent & Fuzzy Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3233/jifs-17719

zbMATH Keywords

option pricingfuzzy regressionfuzzy numbersfinanceBlack-Scholes formulaexpected interval of fuzzy numbers

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10)

Related Items (1)

Option implied moments obtained through fuzzy regression

This page was built for publication: An empirical assestment of fuzzy Black and Scholes pricing option model in Spanish stock option market