Pricing Currency Option Based on the Extension Principle and Defuzzification via Weighting Parameter Identification.
Jixiang XuYanhua TanJinggui GaoEnmin FengPublished in: J. Appl. Math. (2013)
Keyphrases
- parameter identification
- fuzzy model
- closed loop
- option pricing
- black scholes model
- fuzzy systems
- fuzzy rules
- fuzzy logic
- input output
- fuzzy inference
- fuzzy clustering
- fuzzy controller
- flight test
- fuzzy sets
- information granulation
- autoregressive
- fuzzy inference system
- membership functions
- control scheme
- fuzzy numbers
- stock price
- high alpha research vehicle