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]

@inproceedings{LiuCN08,
  title = {Application of Fuzzy Theory to Binomial Option Pricing Model},
  author = {Shu-xia Liu and Yi Chen and Na Xu},
  year = {2008},
  doi = {10.1007/978-3-540-88914-4_9},
  url = {http://dx.doi.org/10.1007/978-3-540-88914-4_9},
  researchr = {https://researchr.org/publication/LiuCN08},
  cites = {0},
  citedby = {0},
  pages = {63-70},
  booktitle = {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},
  editor = {Bing-yuan Cao and Cheng-yi Zhang and Tai Fu Li},
  volume = {54},
  series = {Advances in Soft Computing},
  isbn = {978-3-540-88913-7},
}