Option valuation model with adaptive fuzzy numbers (Q2459625): Difference between revisions
From MaRDI portal
Latest revision as of 11:44, 27 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Option valuation model with adaptive fuzzy numbers |
scientific article |
Statements
Option valuation model with adaptive fuzzy numbers (English)
0 references
7 November 2007
0 references
Adaptive fuzzy number
0 references
possibilistic mean
0 references
possibilistic variance
0 references
fuzzy volatility
0 references
Black-Scholes option pricing formula
0 references
0 references