The parabolic-type fuzzy binomial tree model with European option pricing

MaRDI QIDQ4901745zbMATH OpenFDO

Authors Hua Hu, Qingfeng Chen

Publication date 24 January 2013

zbMATH Keywords

European option pricingfuzzy binomial tree modelparabolic-type fuzzy number

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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Cited in

(1)

• Fuzzy Binary Tree Model for European Options

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