A Systematic Overview of Fuzzy-Random Option Pricing in Discrete Time and Fuzzy-Random Binomial Extension Sensitive Interest Rate Pricing
Since the early 2000s, fuzzy mathematics has fostered a stream of research on the financial valuation of assets incorporating optionality. This paper makes two contributions to this field. First, it conducts a bibliographical analysis of contributions from fuzzy set theory to option pricing, focusin...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-01-01
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| Series: | Axioms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2075-1680/14/1/52 |
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