Option valuation model with adaptive fuzzy numbers (Q2459625)

From MaRDI portal
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
    0 references
    0 references
    7 November 2007
    0 references
    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