Option valuation model with adaptive fuzzy numbers (Q2459625): Difference between revisions
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Revision as of 01:24, 20 March 2024
scientific article
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English | Option valuation model with adaptive fuzzy numbers |
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Option valuation model with adaptive fuzzy numbers (English)
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7 November 2007
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Adaptive fuzzy number
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possibilistic mean
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possibilistic variance
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fuzzy volatility
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Black-Scholes option pricing formula
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