Non-identically Rational Option Pricing and Its Application
碩士 === 國立成功大學 === 財務金融研究所 === 95 === This article mainly incorporates the option pricing method with fuzzy theory. The application of fuzzy theory to the vulnerable Black-Scholes-Merton formula is proposed in this article. Owing to the heterogeneous expectation, the option price is expected in impre...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/51889470423902319795 |