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The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options.

Hua LiAntony WareLan DiGeorge YuanAnatoliy SwishchukSteven Yuan
Published in: Fuzzy Sets Syst. (2018)
Keyphrases
  • high order
  • input data
  • sensitivity analysis
  • fuzzy inference system
  • fuzzy logic
  • nonlinear models
  • feature space
  • denoising
  • image enhancement
  • fuzzy membership functions
  • nonlinear regression
  • initial values