Pricing European Options with Triangular Fuzzy Parameters: Assessing Alternative Triangular Approximations in the Spanish Stock Option Market
Author:
Publisher
Springer Science and Business Media LLC
Subject
Artificial Intelligence,Computational Theory and Mathematics,Theoretical Computer Science,Software
Link
http://link.springer.com/article/10.1007/s40815-018-0468-5/fulltext.html
Reference52 articles.
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3. Ban, A.: Approximation of fuzzy numbers by trapezoidal fuzzy numbers preserving the expected interval. Fuzzy Sets Syst. 159(11), 1327–1344 (2008)
4. Ban, A.I., Coroianu, L.: Nearest interval, triangular and trapezoidal approximation of a fuzzy number preserving ambiguity. Int. J. Approx. Reason. 53(5), 805–836 (2012)
5. Black, F., Cox, J.C.: Valuing corporate securities: some effects of bond indenture provisions. J. Financ. 31(2), 351–367 (1976)
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