On the Price of European Call Option Based on the Black Scholes Model with Fuzzy Number Coefficients.
Guojing ZhangGuixiang WangPublished in: ICCAIS (2018)
Keyphrases
- black scholes model
- fuzzy numbers
- black scholes
- option pricing
- fuzzy sets
- multi attribute decision making
- multi criteria
- arithmetic operations
- real numbers
- risk analysis
- score function
- group decision making
- fuzzy information
- ideal solution
- fuzzy linear programming
- stock price
- linguistic variables
- fuzzy logic
- decision analysis
- neural network
- stock exchange
- long term
- objective function
- machine learning