Fuzzy pricing of binary option based on the long memory property of financial markets.

Xuezhi Qin Xianwei Lin Qin Shang

Published in: J. Intell. Fuzzy Syst. (2020)

Keyphrases

financial markets
stock price
option pricing
stock market
market data
portfolio selection
fuzzy sets
early warning
risk management
black scholes
technical indicators
black scholes model
trading rules
fuzzy numbers
trading strategies
neural network
investment strategies
optimal policy
databases