Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options (Q870144)
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scientific article; zbMATH DE number 5132903
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| English | Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options |
scientific article; zbMATH DE number 5132903 |
Statements
Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options (English)
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12 March 2007
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Black-Scholes formula
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European options
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fuzzy numbers
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financial market
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put-call parity
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0.912461519241333
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0.9111580848693848
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0.8252041339874268
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0.8117960691452026
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0.8112866878509521
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