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

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Revision as of 14:48, 25 June 2024

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Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options
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    Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options (English)
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    12 March 2007
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    Black-Scholes formula
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    European options
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    fuzzy numbers
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    financial market
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    put-call parity
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