On theoretical pricing of options with fuzzy estimators (Q2378233): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.cam.2007.12.006 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2020513006 / rank | |||
Normal rank |
Revision as of 19:53, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On theoretical pricing of options with fuzzy estimators |
scientific article |
Statements
On theoretical pricing of options with fuzzy estimators (English)
0 references
7 January 2009
0 references
New fuzzy estimators for the parameters of probability distributions are presented. Some applications to financial markets is shown. A numerical example is given.
0 references
fuzzy estimators
0 references
adaptive fuzzy numbers
0 references
fuzzy volatility
0 references
possibilistic mean
0 references
Black-Scholes option pricing formula
0 references