European Call Option Based on Binary Tree Model with Trapezoid Fuzzy Number Rising and Falling Factors
Authors:
- 27 June 2021
- book chapter
- Published by Springer Nature
- p. 419-427
Abstract
No abstract availableKeywords
This publication has 9 references indexed in Scilit:
- A european call options pricing model using the infinite pure jump levy process in a fuzzy environmentIEEJ Transactions on Electrical and Electronic Engineering, 2018
- Pricing European Options with Triangular Fuzzy Parameters: Assessing Alternative Triangular Approximations in the Spanish Stock Option MarketInternational Journal of Fuzzy Systems, 2018
- Fuzzy Dual Numbers2018
- Binary option pricing using fuzzy numbersApplied Mathematics Letters, 2013
- American option pricing with imprecise risk-neutral probabilitiesInternational Journal of Approximate Reasoning, 2008
- The valuation of European options in uncertain environmentEuropean Journal of Operational Research, 2003
- Martingales and stochastic integrals in the theory of continuous tradingStochastic Processes and their Applications, 1981
- Option pricing: A simplified approachJournal of Financial Economics, 1979
- Fuzzy setsInformation and Control, 1965