Recent developments in fuzzy sets approach in option pricing
Srimantoorao S. Appadoo; Aerambamoorthy Thavaneswaran
| Year of publication: |
2013
|
|---|---|
| Authors: | Appadoo, Srimantoorao S. ; Thavaneswaran, Aerambamoorthy |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 3.2013, 2, p. 312-322
|
| Subject: | Membership Function | Fuzzy Coefficient | Black-Scholes Partial Differential Equations (PDE) | Asset-or-Nothing Option | Fuzzy Real Options | Fuzzy-Set-Theorie | Fuzzy sets | Optionspreistheorie | Option pricing theory | Experiment | Realoptionsansatz | Real options analysis | Black-Scholes-Modell | Black-Scholes model | Analysis | Mathematical analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010239557