A fuzzy set approach for generalized CRR model : an empirical analysis of S&P 500 index options
Cheng Few Lee; Gwo-hshiung Tzeng; Shin-yun Wang
| Year of publication: |
2005
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|---|---|
| Authors: | Lee, Cheng F. ; Tzeng, Gwo-hshiung ; Wang, Shin-yun |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 25.2005, 3, p. 255-275
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| Subject: | Fuzzy-Set-Theorie | Fuzzy sets | Optionspreistheorie | Option pricing theory | Index-Futures | Index futures | USA | United States |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003152352