Application of Fuzzy Theory to Binomial Option Pricing Model

DOI10.1007/978-3-540-88914-4_9MaRDI QIDQ3079372zbMATH OpenOpenAlexFDO

Authors Shuxia Liu, Yi Chen, Na-Xu

Publication date 2 March 2011

Published in Advances in Soft Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-540-88914-4_9

zbMATH Keywords

optionsfuzzy theorybinomial option pricing

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Numerical methods (including Monte Carlo methods) (91G60)

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Cited in

(15)

• Binary option pricing using fuzzy numbers
• The parabolic-type fuzzy binomial tree model with European option pricing
• Fuzzy Binary Tree Model for European Options
• Fuzzy optimization of option pricing model and its application in land expropriation
• scientific article; zbMATH DE number 5140674 (Why is no real title available?)
• Pricing Options, Forwards and Futures Using Fuzzy Set Theory
• Possibilistic fuzzy pay-off method for real option valuation with application to research and development investment analysis
• Efficient pricings for binomial Asian option under fuzzy environment
• Pricing stock options using fuzzy sets
• A multiperiod binomial model for pricing options in a vague world
• Generalised soft binomial American real option pricing model (fuzzy-stochastic approach)
• Construction of the bino-trinomial method using the fuzzy set approach for option pricing
• A binomial tree approach to pricing vulnerable option in a vague world
• Pricing stocks by using fuzzy dividend discount models
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