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Compound Option Pricing under Fuzzy Environment.

Xiandong WangJianmin HeShouwei Li
Published in: J. Appl. Math. (2014)
Keyphrases
  • option pricing
  • black scholes
  • fuzzy numbers
  • fuzzy sets
  • stock price
  • knowledge base
  • expert systems
  • domain knowledge
  • fuzzy logic
  • real option
  • black scholes model
  • decision analysis