Parametrized Fuzzy Numbers for Option Pricing.

Maria Letizia Guerra Laerte Sorini Luciano Stefanini

Published in: FUZZ-IEEE (2007)

Keyphrases

fuzzy numbers
black scholes
option pricing
multi criteria
decision analysis
fuzzy sets
stock price
risk analysis
black scholes model
fuzzy information
arithmetic operations
real option
real numbers
linguistic variables
artificial intelligence
triangular fuzzy numbers
multi dimensional
fuzzy logic
pattern recognition