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  • Search: subject:"Fuzzy Operations"
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Year of publication
Subject
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Black and Scholes 1 Fuzzy Operations 1 Option Pricing 1
Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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English 1
Author
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Guerra, Maria Letizia 1 Sorini, Laerte 1 Stefanini, Luciano 1
Institution
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Facoltà di Economia, Università degli Studi di Urbino 1
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Working Papers / Facoltà di Economia, Università degli Studi di Urbino 1
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RePEc 1
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Interval LU-fuzzy arithmetic in the Black and Scholes option pricing
Guerra, Maria Letizia; Sorini, Laerte; Stefanini, Luciano - Facoltà di Economia, Università degli Studi di Urbino - 2007
In financial markets people have to cope with a lot of uncertainty while making decisions. Many models have been introduced in the last years to handle vagueness but it is very difficult to capture together all the fundamental characteristics of real markets. Fuzzy modeling for finance seems to...
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