Option Pricing Formula for Fuzzy Financial Market

نویسندگان

  • Zhongfeng Qin
  • Xiang Li
چکیده

The option pricing problem is one of central contents in modern finance. In this paper, European option pricing formula is formulated for fuzzy financial market and some mathematical properties of them are discussed. This formula may be regarded as the fuzzy counterpart of Black-Scholes option pricing formula. In addition, some illustrative examples are also documented with MATLAB codes. c ©2008 World Academic Press, UK. All rights reserved.

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تاریخ انتشار 2007