A Parameterization of Fuzzy Numbers for Fuzzy Calculus and Application to the Fuzzy Black-Scholes Option Pricing

Luciano Stefanini, Laerte Sorini, Maria Letizia Guerra. A Parameterization of Fuzzy Numbers for Fuzzy Calculus and Application to the Fuzzy Black-Scholes Option Pricing. In IEEE International Conference on Fuzzy Systems, FUZZ-IEEE 2006, Vancouver, BC, Canada, July 16-21, 2006. pages 179-186, IEEE, 2006. [doi]

Abstract

Abstract is missing.