The option pricing model under uncertainty environment
博士 === 國立交通大學 === 管理科學系所 === 93 === The Black-Scholes Option Pricing Model (OPM) developed in 1973 has always been taken as the cornerstone of option pricing model. The generic applications of such a model are always restricted by its nature of not being suitable for fuzzy environment since the deci...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/61415014466829280284 |