Add to ORKGThis paper deals with the problem of pricing an option in a one-period model when the price of the underlyng asset is vague. The vagueness is modelled by the use of triangular fuzzy numbers and the pricing methodlogy is based on the no-arbitrage principle. A comparison with the corresponding binomial option pricing model is provided, in particular we show that it can be viewed as a special case of our model
The main motivation in using fuzzy numbers in finance stays in the need of modeling uncertainty and ...
Financial markets often employ the use of securities, which are defined to be any kind of tradable f...
Option pricing is irreversible, fuzzy, and flexible. The fuzzy measure which is used for real option...
This paper deals with the problem of pricing an option in a one-period model when the price of the u...
This paper sets up a one period model for pricing an option with a fuzzy payoff. The option is writt...
The aim of this paper is to review the literature that has addressed direct and inverse problems in ...
The aim of this paper is to price an option in a multiperiod binomi-al model, when there is uncertai...
The aim of this paper is to review the literature that has addressed direct and inverse problems in ...
The aim of this paper is the pricing of European options in a multiperiod binomial model characteris...
AbstractA binary option is a type of option where the payout is either fixed after the underlying st...
Considering the uncertainty of a financial market includes two aspects: risk and vagueness; in this ...
AbstractIn this paper we present an application of a new method of constructing fuzzy estimators for...
none4In this paper we show that the so called fuzzy--stochastic approach in financial models is an e...
In financial markets people have to cope with a lot of uncertainty while making decisions. Many mode...
Abstract. In a model with no given probability measure, we consider asset pricing in the presence of...
The main motivation in using fuzzy numbers in finance stays in the need of modeling uncertainty and ...
Financial markets often employ the use of securities, which are defined to be any kind of tradable f...
Option pricing is irreversible, fuzzy, and flexible. The fuzzy measure which is used for real option...
This paper deals with the problem of pricing an option in a one-period model when the price of the u...
This paper sets up a one period model for pricing an option with a fuzzy payoff. The option is writt...
The aim of this paper is to review the literature that has addressed direct and inverse problems in ...
The aim of this paper is to price an option in a multiperiod binomi-al model, when there is uncertai...
The aim of this paper is to review the literature that has addressed direct and inverse problems in ...
The aim of this paper is the pricing of European options in a multiperiod binomial model characteris...
AbstractA binary option is a type of option where the payout is either fixed after the underlying st...
Considering the uncertainty of a financial market includes two aspects: risk and vagueness; in this ...
AbstractIn this paper we present an application of a new method of constructing fuzzy estimators for...
none4In this paper we show that the so called fuzzy--stochastic approach in financial models is an e...
In financial markets people have to cope with a lot of uncertainty while making decisions. Many mode...
Abstract. In a model with no given probability measure, we consider asset pricing in the presence of...
The main motivation in using fuzzy numbers in finance stays in the need of modeling uncertainty and ...
Financial markets often employ the use of securities, which are defined to be any kind of tradable f...
Option pricing is irreversible, fuzzy, and flexible. The fuzzy measure which is used for real option...