Expected payoff of trading strategies involving European options for fuzzy financial market

MaRDI QIDQ4915499zbMATH OpenFDO

Authors Zhongfeng Qin, Xiang Li

Publication date 10 April 2013

zbMATH Keywords

credibility measureexpected valueLiu processfuzzy process

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Inference from stochastic processes and fuzziness (62M86)

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Cited in

(2)

• Fuzzy Binary Tree Model for European Options
• Some properties of complex fuzzy integral

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