Application of Fuzzy Theory to Binomial Option Pricing Model

Author:

Liu Shu-xia,Chen Yi,Na-Xu

Publisher

Springer Berlin Heidelberg

Reference16 articles.

1. Appadoo, S., Thulasiram, R., Bector, C.: Fuzzy algebraic option pricing technique-A fundamental investigation. In: Proceeding on Administrative Sciences of Canada (ASAC), pp. 1–11 (2004)

2. Appadoo, S., Thulasiram, R., Bector, C.: CAPM assisted fuzzy binomial lattice method for option pricing. In: International Conference on Business and Finance, pp. 78–94 (2004)

3. Appadoo, S., Bector, C.: Binomial option pricing using O(2,2)trapezoidal type fuzzy numbers. In: Proceeding on Administrative Sciences of Canada (ASAC), pp. 46–58 (2005)

4. Amin, K.: Jump diffusion option valuation in discrete time. Journal of Finance 48, 1833–1863 (1993)

5. Cox, J., Ross, S., Rubinstein, M.: Option pricing: A simplified approach. Journal of Financial Economics 7, 229–263 (1979)

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1. Application Fuzzy Simulation to Evaluate Option;Advanced Materials Research;2012-02

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