A systematic review of the interactions of fuzzy set theory and option pricing.
Jorge de Andrés-SánchezPublished in: Expert Syst. Appl. (2023)
Keyphrases
- fuzzy set theory
- option pricing
- systematic review
- fuzzy sets
- black scholes
- fuzzy logic
- empirical studies
- fuzzy numbers
- stock price
- rough set theory
- decision analysis
- interval valued fuzzy sets
- black scholes model
- real option
- image processing
- intuitionistic fuzzy sets
- knowledge discovery
- data analysis
- pattern recognition
- neural network