A fuzzy set approach on pricing american put options on Euribor futures.
Xiaojian YuMin FanPublished in: ISKE (2008)
Keyphrases
- information granulation
- fuzzy sets
- option pricing
- black scholes model
- financial markets
- membership functions
- rough sets
- granular computing
- fuzzy logic
- fuzzy set theory
- fuzzy rules
- stock price
- fuzzy similarity
- approximate reasoning
- fuzzy sets theory
- interval valued
- fuzzy numbers
- membership degrees
- computational intelligence
- pattern recognition
- membership degree
- fuzzy rough sets
- fuzzy decision trees
- neural network
- decision analysis
- aggregation operators
- real time
- fuzzy relations
- membership values
- decision making
- computer vision
- fuzzy reasoning
- multi criteria
- fuzzy clustering
- type fuzzy logic systems
- decision makers