Efficient pricings for binomial Asian option under fuzzy environment

MaRDI QIDQ4648341zbMATH OpenFDO

Authors Younes Elahi, Mohd Ismail Abd Aziz

Publication date 9 November 2012

Full work available at URL http://www.pphmj.com/abstract/6564.htm

zbMATH Keywords

binomial Asian optionefficient pricingfuzzy option pricing

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Financial applications of other theories (91G80)

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Cited in

(2)

• The fuzzy pricing of Asian options based on weighted possibilistic mean
• Application of Fuzzy Theory to Binomial Option Pricing Model

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