Application of Fuzzy Theory to Binomial Option Pricing Model

Shu-xia Liu, Yi Chen, Na Xu. Application of Fuzzy Theory to Binomial Option Pricing Model. In Bing-yuan Cao, Cheng-yi Zhang, Tai Fu Li, editors, Fuzzy Information and Engineering - Volume 1, Proceedings of the Third Annual Conference on Fuzzy Information and Engineering, ACFIE 2008, December 5-10, 2008, Haikou, China. Volume 54 of Advances in Soft Computing, pages 63-70, 2008. [doi]

Authors

Shu-xia Liu

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Yi Chen

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Na Xu

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