On theoretical pricing of options with fuzzy estimators (Q2378233)
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scientific article; zbMATH DE number 5486367
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| English | On theoretical pricing of options with fuzzy estimators |
scientific article; zbMATH DE number 5486367 |
Statements
On theoretical pricing of options with fuzzy estimators (English)
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7 January 2009
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New fuzzy estimators for the parameters of probability distributions are presented. Some applications to financial markets is shown. A numerical example is given.
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fuzzy estimators
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adaptive fuzzy numbers
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fuzzy volatility
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possibilistic mean
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Black-Scholes option pricing formula
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0.8414109945297241
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0.8384801149368286
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0.8112866878509521
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0.8079831600189209
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0.8044109344482422
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