Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options
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Publication:870144
DOI10.1016/J.AMC.2006.07.015zbMath1283.91184OpenAlexW2054804749MaRDI QIDQ870144
Publication date: 12 March 2007
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2006.07.015
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Cites Work
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- Application of the fuzzy-stochastic methodolgy to appraising the firm value as a European call option
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