A Fuzzy Set Approach for Generalized CRR Model: An Empirical Analysis of S&P 500 Index Options
| Year of publication: |
2005
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|---|---|
| Authors: | Lee, Cheng Few ; Tzeng, Gwo-Hshiung ; Wang, Shin-Yun |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 25.2005, 3, p. 255-276
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