Fuzzy Option Pricing Model
碩士 === 朝陽科技大學 === 財務金融系碩士班 === 90 === Option is a tool that investors often use to arbitrage or hedge. However, either Black-Scholes model or CRR model can only provide a theoretical reference value. This paper applies fuzzy set to the CRR model. It is expected that the fuzzy volatility, instead of...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2002
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| Online Access: | http://ndltd.ncl.edu.tw/handle/13974811463039935724 |