Computing option price for Levy process with fuzzy parameters.

Piotr Nowak Maciej Romaniuk

Published in: Eur. J. Oper. Res. (2010)

Keyphrases

fuzzy logic
search engine
information systems
fuzzy sets
membership functions
parameter space
real time
databases
input output
sensitivity analysis
soft computing
parameter tuning
fuzzy set theory
fine tuning
fuzzy membership functions
parameter adjustment