Pricing Options, Forwards and Futures Using Fuzzy Set Theory

James J. Buckley, Esfandiar Eslami. Pricing Options, Forwards and Futures Using Fuzzy Set Theory. In Cengiz Kahraman, editor, Fuzzy Engineering Economics with Applications. Volume 233 of Studies in Fuzziness and Soft Computing, pages 339-357, Springer, 2008. [doi]

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