Pricing European Options with Triangular Fuzzy Parameters: Assessing Alternative Triangular Approximations in the Spanish Stock Option Market.
Jorge de Andrés-SánchezPublished in: Int. J. Fuzzy Syst. (2018)
Keyphrases
- option pricing
- stock price
- black scholes
- black scholes model
- convertible bonds
- stock market
- stock exchange
- financial markets
- decision analysis
- historical data
- non stationary
- fuzzy sets
- financial data
- fuzzy logic
- maximum likelihood
- stock data
- fuzzy membership functions
- real option
- pricing model
- news articles
- exchange rate
- t norm
- chinese stock market
- closed form
- square grid
- analytical expressions
- financial crisis
- membership functions
- fuzzy inference system
- multi criteria
- neural network
- decision making