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A Binomial Tree Approach to Pricing Vulnerable Option in a Vague World.

Weijun XuGuifang LiuXiaojian Yu
Published in: Int. J. Uncertain. Fuzziness Knowl. Based Syst. (2018)
Keyphrases
  • option pricing
  • black scholes model
  • tree structure
  • tree structures
  • fuzzy logic
  • tree models
  • binary tree
  • tree construction
  • genetic algorithm
  • b tree
  • physical world
  • regression trees
  • black scholes