Option valuation model with adaptive fuzzy numbers (Q2459625): Difference between revisions

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Latest revision as of 11:44, 27 June 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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