On theoretical pricing of options with fuzzy estimators (Q2378233): Difference between revisions

New fuzzy estimators for the parameters of probability distributions are presented. Some applications to financial markets is shown. A numerical example is given.

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reviewed by

Krzysztof Piasecki

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Mathematics Subject Classification ID

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fuzzy estimators

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adaptive fuzzy numbers

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fuzzy volatility

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possibilistic mean

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Black-Scholes option pricing formula

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1016/j.cam.2007.12.006

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OpenAlex ID

W2020513006

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cites work

The Pricing of Options and Corporate Liabilities

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On possibilistic mean value and variance of fuzzy numbers

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A fuzzy approach to real option valuation

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Fuzzy measures and asset prices: accounting for information ambiguity

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On weighted possibilistic mean and variance of fuzzy numbers

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Q3838055

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A note on the extension principle for fuzzy sets

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Non-asymptotic fuzzy estimators based on confidence intervals

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Option valuation model with adaptive fuzzy numbers

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A refinement of the Black-Scholes formula of pricing options

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Pricing European options based on the fuzzy pattern of Black-Scholes formula.

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Application of the fuzzy-stochastic methodolgy to appraising the firm value as a European call option

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Sitelinks

Mathematics(1 entry)

mardi Publication:2378233

@@ Property / author @@
-Basil K. Papadopoulos
@@ Property / author: Basil K. Papadopoulos / rank @@
-Normal rank
@@ Property / author @@
+Basil K. Papadopoulos
@@ Property / author: Basil K. Papadopoulos / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.cam.2007.12.006
+Normal rank
@@ Property / OpenAlex ID @@
+W2020513006
@@ Property / OpenAlex ID: W2020513006 / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+On possibilistic mean value and variance of fuzzy numbers
+Normal rank
@@ Property / cites work @@
+A fuzzy approach to real option valuation
@@ Property / cites work: A fuzzy approach to real option valuation / rank @@
+Normal rank
@@ Property / cites work @@
+Fuzzy measures and asset prices: accounting for information ambiguity
+Normal rank
@@ Property / cites work @@
+On weighted possibilistic mean and variance of fuzzy numbers
+Normal rank
@@ Property / cites work @@
+Q3838055
@@ Property / cites work: Q3838055 / rank @@
+Normal rank
@@ Property / cites work @@
+A note on the extension principle for fuzzy sets
@@ Property / cites work: A note on the extension principle for fuzzy sets / rank @@
+Normal rank
@@ Property / cites work @@
+Non-asymptotic fuzzy estimators based on confidence intervals
+Normal rank
@@ Property / cites work @@
+Option valuation model with adaptive fuzzy numbers
+Normal rank
@@ Property / cites work @@
+A refinement of the Black-Scholes formula of pricing options
+Normal rank
@@ Property / cites work @@
+Pricing European options based on the fuzzy pattern of Black-Scholes formula.
+Normal rank
@@ Property / cites work @@
+Application of the fuzzy-stochastic methodolgy to appraising the firm value as a European call option
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2378233