Option pricing and the Greeks under Gaussian fuzzy environments.
Hong-Ming ChenCheng-Feng HuWei-Chang YehPublished in: Soft Comput. (2019)
Keyphrases
- option pricing
- black scholes
- fuzzy numbers
- stock price
- decision analysis
- fuzzy sets
- multi criteria
- fuzzy logic
- capital budgeting
- black scholes model
- knowledge base
- real option
- decision making
- domain knowledge
- stock market
- stock exchange
- soft computing
- neural network
- computational intelligence
- knowledge discovery
- long term
- expert systems
- artificial intelligence