Option price sensitivities through fuzzy numbers (Q552168): Difference between revisions

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+The fuzzy mathematics of finance
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+Towards a general setting for the fuzzy mathematics of finance
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+The Pricing of Options and Corporate Liabilities
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+Approximate fuzzy arithmetic operations using monotonic interpolations
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+Parametric representation of fuzzy numbers and application to fuzzy calculus
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+Fuzzy sets
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+Fuzzy sets and systems. Theory and applications
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+Q4490108
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+Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing
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+The valuation of European options in uncertain environment
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+Application of the fuzzy-stochastic methodolgy to appraising the firm value as a European call option
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+Option valuation model with adaptive fuzzy numbers
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+Pricing European options based on the fuzzy pattern of Black-Scholes formula.
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+Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options
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