Pricing European call options with interval-valued volatility and interest rate.
Song WangPublished in: Appl. Math. Comput. (2024)
Keyphrases
- interval valued
- option pricing
- stock price
- fuzzy sets
- real valued
- financial markets
- group decision making
- interval valued fuzzy sets
- partially ordered
- black scholes model
- representation scheme
- score function
- intuitionistic fuzzy sets
- stock market
- aggregation operators
- fuzzy logic
- partial order
- desirable properties
- document retrieval
- decision rules
- pattern recognition
- multi agent
- artificial intelligence
- neural network