Soft computing in financial engineering

zbMath0924.90025MaRDI QIDQ5906386

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Publication date: 23 June 1999

Published in: Studies in Fuzziness and Soft Computing (Search for Journal in Brave)

zbMATH Keywords

fuzzy logicrough setsneural networkstime seriessoft computingfuzzy measuresfinancial engineeringportfolio selectionprobabilistic methodsgenetic computing

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Economic time series analysis (91B84) Learning and adaptive systems in artificial intelligence (68T05) Collections of articles of miscellaneous specific interest (00B15) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Portfolio theory (91G10)

Related Items (10)

Value at risk methodology under soft conditions approach (fuzzy-stochastic approach) ⋮ Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options ⋮ The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options ⋮ Pricing European options based on the fuzzy pattern of Black-Scholes formula. ⋮ Indeterminacy in portfolio selection ⋮ Unnamed Item ⋮ A study of Greek letters of currency option under uncertainty environments ⋮ Fuzziness in valuing financial instruments by certainty equivalents. ⋮ Generalised soft binomial American real option pricing model (fuzzy-stochastic approach) ⋮ A jump-diffusion model for option pricing under fuzzy environments

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