Open AccessMODEL CONSTRUCTION OF OPTION PRICING BASED ON FUZZY THEORY
Author(s) -
Shang-En Yu,
Ming-Yuan Leon Li,
KunHuang Huarng,
Tsung-Hao Chen,
Chen-Yuan Chen
Publication year - 2011
Publication title -
journal of marine science and technology
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.229
H-Index - 27
eISSN - 2709-6998
pISSN - 1023-2796
DOI - 10.51400/2709-6998.2160
Subject(s) - valuation (finance) , fuzzy logic , valuation of options , volatility (finance) , fuzzy set , econometrics , economics , fuzzy number , computer science , mathematical optimization , mathematical economics , mathematics , artificial intelligence , finance