An empirical assestment of fuzzy Black and Scholes pricing option model in Spanish stock option market (Q4599604)
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scientific article; zbMATH DE number 6821774
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| English | An empirical assestment of fuzzy Black and Scholes pricing option model in Spanish stock option market |
scientific article; zbMATH DE number 6821774 |
Statements
An empirical assestment of fuzzy Black and Scholes pricing option model in Spanish stock option market (English)
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4 January 2018
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fuzzy numbers
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fuzzy regression
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expected interval of fuzzy numbers
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finance
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option pricing
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Black-Scholes formula
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0.8150126934051514
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0.8091992735862732
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0.7824446558952332
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0.7798463702201843
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