On theoretical pricing of options with fuzzy estimators (Q2378233): Difference between revisions
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Revision as of 11:09, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On theoretical pricing of options with fuzzy estimators |
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On theoretical pricing of options with fuzzy estimators (English)
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7 January 2009
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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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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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