The Valuation of American Put Option Based on Fuzzy Techniques.
Xiaojian YuZhaozhang RenPublished in: CSSE (3) (2008)
Keyphrases
- fuzzy sets
- real option
- membership functions
- fuzzy logic
- united states
- fuzzy rules
- fuzzy clustering
- fuzzy neural
- data sets
- fuzzy set theory
- multi criteria
- fuzzy systems
- fuzzy controller
- evolutionary algorithm
- decision makers
- life cycle
- rule base
- expert systems
- fuzzy numbers
- multiscale
- decision trees
- information systems
- fuzzy classification
- social networks
- option pricing
- search engine