Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options (Q870144): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(2 intermediate revisions by 2 users not shown)
Property / DOI
 
Property / DOI: 10.1016/j.amc.2006.07.015 / rank
Normal rank
 
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.amc.2006.07.015 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2054804749 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5333460 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Integrals of set-valued functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3134873 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: A unified approach to fuzzy random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4350437 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Risk Aversion in the Small and in the Large / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Soft computing in financial engineering / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzziness in valuing financial instruments by certainty equivalents. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Pricing European options based on the fuzzy pattern of Black-Scholes formula. / rank
 
Normal rank
Property / cites work
 
Property / cites work: European option pricing under fuzzy environments / rank
 
Normal rank
Property / cites work
 
Property / cites work: The valuation of European options in uncertain environment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy sets / rank
 
Normal rank
Property / cites work
 
Property / cites work: The concept of a linguistic variable and its application to approximate reasoning. III / rank
 
Normal rank
Property / cites work
 
Property / cites work: Application of the fuzzy-stochastic methodolgy to appraising the firm value as a European call option / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.AMC.2006.07.015 / rank
 
Normal rank

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
    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

    Identifiers