Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options (Q870144): Difference between revisions
From MaRDI portal
Latest revision as of 06:18, 10 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options |
scientific article |
Statements
Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options (English)
0 references
12 March 2007
0 references
Black-Scholes formula
0 references
European options
0 references
fuzzy numbers
0 references
financial market
0 references
put-call parity
0 references