Recent developments in fuzzy sets approach in option pricing
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 | Realoptionsansatz | Real options analysis | Black-Scholes-Modell | Black-Scholes model | Analysis | Mathematical analysis | Optionsgeschäft | Option trading |
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