Sensitivity of option prices via fuzzy Malliavin calculus.
Hossein JafariPublished in: Fuzzy Sets Syst. (2022)
Keyphrases
- fuzzy logic
- fuzzy sets
- fuzzy numbers
- membership functions
- fuzzy membership functions
- fuzzy rules
- long run
- sensitivity analysis
- fuzzy clustering
- neural network
- fuzzy systems
- fuzzy reasoning
- option pricing
- market data
- payoff functions
- soft computing
- rough sets
- group decision making
- approximate reasoning
- real numbers
- electronic commerce