A multiperiod binomial model for pricing options in a vague world
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Publication:951501
DOI10.1016/S0165-1889(03)00060-5zbMath1179.91245OpenAlexW2088313916MaRDI QIDQ951501
Silvia Muzzioli, Costanza Torricelli
Publication date: 24 October 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1889(03)00060-5
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Cites Work
- Fuzzy sets and systems. Theory and applications
- Defuzzification: criteria and classification
- A new approach for defuzzification
- Managing the volatility risk of portfolios of derivative securities: the Lagrangian uncertain volatility model
- Fuzzy measures and asset prices: accounting for information ambiguity
- Option pricing: A simplified approach
- Upper and Lower Probabilities Induced by a Multivalued Mapping
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