A heuristic pricing formula of fuzzy lookback options in uncertain environment.
Jao-Hong ChengChung-Chuan LeeHuei-Ping ChenPublished in: FSKD (2012)
Keyphrases
- black scholes model
- option pricing
- imprecise information
- optimal solution
- mobile robot
- fuzzy sets
- search algorithm
- search strategies
- double exponential
- fuzzy logic
- simulated annealing
- dynamic environments
- membership functions
- real time
- black scholes
- multiple attribute decision making
- genetic algorithm
- triangular fuzzy numbers
- incomplete information
- imprecise data
- dynamic pricing
- fuzzy set theory
- fuzzy numbers
- np hard
- decision making
- neural network