PRICING STOCK OPTIONS USING BLACK-SCHOLES AND FUZZY SETS
Year of publication: |
2008
|
---|---|
Authors: | BUCKLEY, JAMES J. ; ESLAMI, ESFANDIAR |
Published in: |
New Mathematics and Natural Computation (NMNC). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-7027. - Vol. 04.2008, 02, p. 165-176
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Pricing European options | Black-Scholes | fuzzy numbers |
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