Yuji Yoshida, Masami Yasuda, Jun-ichi Nakagami, Masami Kurano. Pricing of American Put Option with Uncertainty of Stock Prices by Weighting Functions. In Lipo Wang, Saman K. Halgamuge, Xin Yao, editors, FSDK 02, Proceedings of the 1st International Conference on Fuzzy Systems and Knowledge Discovery: Computational Intelligence for the E-Age, 2 Volumes, November 18-22, 2002, Orchid Country Club, Singapore. pages 519-523, 2002.
Abstract is missing.