A model for pricing an option with a fuzzy payoff
Year of publication: |
2001
|
---|---|
Authors: | Muzzioli, Silvia ; Torricelli, Costanza |
Published in: |
Fuzzy economic review : the review of the International Association for Fuzzy-Set Management and Economy. - Reus, ISSN 1136-0593, ZDB-ID 2097221-0. - Vol. 6.2001, 1, p. 49-62
|
Subject: | Optionspreistheorie | Option pricing theory | Fuzzy-Set-Theorie | Fuzzy sets |
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