Dash, Jayanta Kumar; Panda, Sumitra; Panda, Golak Bihari - In: Journal of Economic Studies 49 (2021) 2, pp. 243-258
Purpose: The authors discuss the value of portfolio and Black–Scholes (B–S)-option pricing model in fuzzy environment. Design/methodology/approach: The B–S option pricing model (OPM) is an important role of an OPM in finance. Here, every decision is taken under uncertainty. Due to...