A Parameterization of Fuzzy Numbers for Fuzzy Calculus and Application to the Fuzzy Black-Scholes Option Pricing.
Luciano StefaniniLaerte SoriniMaria Letizia GuerraPublished in: FUZZ-IEEE (2006)
Keyphrases
- fuzzy numbers
- black scholes
- fuzzy sets
- real numbers
- fuzzy information
- multi criteria
- option pricing
- arithmetic operations
- group decision making
- risk analysis
- capital budgeting
- linguistic variables
- triangular fuzzy numbers
- neural network
- membership functions
- probability distribution
- artificial intelligence
- machine learning