Lee, Cheng; Tzeng, Gwo-Hshiung; Wang, Shin-Yun - In: Review of Quantitative Finance and Accounting 25 (2005) 3, pp. 255-275
empirical analysis of S&P 500 index options is used to find that the fuzzy binomial OPM is much closer to the reality than the … binomial OPM, investors can correct their portfolio strategy according to the right and left value of triangular fuzzy number … article we use fuzzy volatility and fuzzy riskless interest rate to replace the corresponding crisp values. In the fuzzy …