Pricing Options, Forwards and Futures Using Fuzzy Set Theory

DOI10.1007/978-3-540-70810-0_18MaRDI QIDQ3536803zbMATH OpenOpenAlexFDO

Authors James J. Buckley, Esfandiar Eslami

Publication date 24 November 2008

Published in Fuzzy Engineering Economics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-540-70810-0_18

Mathematics Subject Classification ID

Theory of fuzzy sets, etc. (03E72) Fuzzy and other nonstochastic uncertainty mathematical programming (90C70) Portfolio theory (91G10)

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