Using Binomial Tree Pricing Model in a Fuzzy Market
O29%F224; A model of using binomial tree pricing formulae in a fuzzy market is proposed. In the fuzzy market, a price interval can be got according to the belief degree. The rule for the reasonability of the price interval is proposed. The explicit expression of the interval is discussed in some spe...
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| Veröffentlicht in: | 东华大学学报（英文版） 2007, Vol.24 (1), p.64-68 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | eng |
| Online-Zugang: | Volltext |
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| Zusammenfassung: | O29%F224; A model of using binomial tree pricing formulae in a fuzzy market is proposed. In the fuzzy market, a price interval can be got according to the belief degree. The rule for the reasonability of the price interval is proposed. The explicit expression of the interval is discussed in some special settings. |
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| ISSN: | 1672-5220 |