The warrant pricing model with transaction costs in fuzzy environment

zbMATH Open1237.62152MaRDI QIDQ3171206FDOQ3171206

Authors: Ming Jian, Xiaonan Bian 

Publication date: 29 September 2011

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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)

Cited In (1)

• Fuzzy credible degree pricing method for contingent claim in finite security market with linear programming

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