A Generalized SMART Fuzzy Disjunction of Volatility Indicators Applied to Option Pricing in a Binomial Model
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Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-319-42972-4_12
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4. Dubois D, Prade H, Yager RR (1999) Merging fuzzy information. In: Bezdek JC, Dubois D, Prade H (eds) Fuzzy Sets in approximate reasoning and information systems. The Handbooks of Fuzzy Sets Series. Kluwer Academic Publishers, Dordrecht, pp 335–401
5. Li W, Han L (2009) The fuzzy binomial option pricing model under Knightian uncertainty. In: 2009 Sixth International conference on fuzzy systems and knowledge discovery
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