A Binary Option Pricing Based on Fuzziness.

Masatoshi Miyake Hiroshi Inoue Jianming Shi Tetsuya Shimokawa

Published in: Int. J. Inf. Technol. Decis. Mak. (2014)

Keyphrases

option pricing
black scholes
stock price
decision analysis
capital budgeting
fuzzy numbers
fuzzy logic
black scholes model
real option
decision making
markov chain
data mining
evolutionary algorithm