Wei Li, Liyan Han. The Fuzzy Binomial Option Pricing Model under Knightian Uncertainty. In Yixin Chen, Hepu Deng, Degan Zhang, Yingyuan Xiao, editors, FSKD 2009, Sixth International Conference on Fuzzy Systems and Knowledge Discovery, Tianjin, China, 14-16 August 2009, 6 Volumes. pages 399-403, IEEE Computer Society, 2009. [doi]
Abstract is missing.