A multiperiod binomial model for pricing options in a vague world
Year of publication: |
2004
|
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Authors: | Muzzioli, Silvia ; Torricelli, Costanza |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 28.2004, 5, p. 861-887
|
Subject: | Optionspreistheorie | Option pricing theory | Fuzzy-Set-Theorie | Fuzzy sets |
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