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

zbMATH Open1265.91056MaRDI QIDQ4901745FDOQ4901745

Authors: Hua Hu, Qingfeng Chen 

Publication date: 24 January 2013

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zbMATH Keywords

European option pricingfuzzy binomial tree modelparabolic-type fuzzy number

Mathematics Subject Classification ID

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

Cited In (1)

• Fuzzy Binary Tree Model for European Options

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