Pricing currency options based on fuzzy techniques

DOI10.1016/J.EJOR.2007.10.059zbMath1153.91544OpenAlexW1482450784MaRDI QIDQ958098

Fan-Yong Liu

Publication date: 2 December 2008

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2007.10.059

zbMATH Keywords

fuzzy setscurrency optionsfinancepricing

Mathematics Subject Classification ID

Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Derivative securities (option pricing, hedging, etc.) (91G20)

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