Binary option pricing using fuzzy numbers
نویسندگان
چکیده
منابع مشابه
Asac 2005 Conference Binomial Option Pricing Model Using O(2, 2)−trapezoidal Type Fuzzy Numbers
Decision-making problems, in general, are ill defined as several times their objectives and model parameters are not precisely known. As a result there has been growing interest in using fuzzy algebra in such models. Historically, probability theory is presented as forming theoretical foundations for reasoning and decision making in situations involving uncertainty. However, often one is faced ...
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ژورنال
عنوان ژورنال: Applied Mathematics Letters
سال: 2013
ISSN: 0893-9659
DOI: 10.1016/j.aml.2012.03.034