The warrant pricing model with transaction costs in fuzzy environment

zbMATH Open1237.62152MaRDI QIDQ3171206FDOQ3171206

Xiaonan Bian, Ming Jian

Publication date: 29 September 2011

zbMATH Keywords

fuzzy numbersBlack-Scholes formulafuzzy-expectationsinvisible costswarrant pricing model

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Auctions, bargaining, bidding and selling, and other market models (91B26)

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