Pricing options, forwards and futures using fuzzy set theory
Year of publication: |
2008
|
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Authors: | Buckley, James J. ; Eslami, Esfandiar |
Published in: |
Fuzzy engineering economics with applications. - Berlin, Heidelberg : Springer, ISBN 978-3-540-70809-4. - 2008, p. 339-357
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Subject: | Optionspreistheorie | Option pricing theory | Black-Scholes-Modell | Black-Scholes model | Fuzzy-Set-Theorie | Fuzzy sets | Theorie | Theory |
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