On theoretical pricing of options with fuzzy estimators
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Publication:2378233
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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Cites work
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Cited in
(30)- Pricing European options based on the fuzzy pattern of Black-Scholes formula.
- The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options
- Compound option pricing under fuzzy environment
- Corporate investment appraisal with possibilistic CAPM
- Option replication with transaction cost under Knightian uncertainty
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- Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing
- The total return swap pricing model under fuzzy random environments
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