Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options.
Hsien-Chung WuPublished in: Appl. Math. Comput. (2007)
Keyphrases
- black scholes
- option pricing
- fuzzy sets theory
- black scholes model
- fuzzy sets
- convertible bonds
- fuzzy logic
- stock price
- fuzzy systems
- fuzzy numbers
- decision analysis
- financial markets
- fuzzy information
- vague sets
- real option
- computational intelligence
- data mining
- rough sets
- multi criteria
- numerical methods
- stock market
- non stationary
- image processing