The warrant pricing model with transaction costs in fuzzy environment

MaRDI QIDQ3171206zbMATH OpenFDO

Authors Ming Jian, Xiaonan Bian

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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Cited in

(1)

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

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