Binary option pricing using fuzzy numbers.
A. ThavaneswaranS. S. AppadooJulieta FrankPublished in: Appl. Math. Lett. (2013)
Keyphrases
- black scholes
- fuzzy numbers
- option pricing
- multi criteria
- fuzzy sets
- decision analysis
- real numbers
- stock price
- financial markets
- risk analysis
- arithmetic operations
- fuzzy information
- black scholes model
- machine learning
- triangular fuzzy numbers
- linguistic variables
- multi dimensional
- case based reasoning
- computer vision