The aim of this paper is pricing the vulnerable options in a vague world. Due to the vulnerability of financial markets and the economy environment in the ...
The aim of this paper is pricing the vulnerable options in a vague world. Due to the vul- nerability of financial markets and the economy environment in the ...
Abstract: The aim of this paper is pricing the vulnerable options in a vague world. Due to the vulnerability of financial markets and the economy ...
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The aim of this paper is the pricing of European options in a multiperiod binomial model characterised by ill-defined states of the world.
The model imagines a world where stock prices can only move up or down, like the branches of a tree. This basic assumption gives rise to a tool of remarkable ...
Missing: Vulnerable Vague
The aim of this paper is pricing the vulnerable options in a vague world. Due to the vulnerability of financial markets and the economy environment in the ...
A Binomial Tree Approach to Pricing Vulnerable Option in a Vague World ... The aim of this paper is pricing the vulnerable options in a vague world. Due to ...
... approach is an extension of the corporate bond model by Merton (1974). Later ... The proposed binomial tree algorithms are rather simple and efficient for pricing ...
Missing: Vague World.
... A binomial tree approach to pricing vulnerable option in a vague world. Int J Uncertain Fuzziness Knowl Based Syst 26(01):143–162 https://doi.org/10.1142 ...
Abstract This paper makes a bibliographical analysis of fuzzy set theory (FST) contributions to option pricing with a fuzzy-random approach with detailed ...