Applications of Adaptive Fuzzy Numbers to Black-Scholes European Call Valuation
The application of adaptive nonlinear fuzzy numbers to the Black-Scholes Model is proposed in this study. Due to the Fluctuation of financial market from time to time, some input parameters in the Black-Scholes formula, such as Underlying price, risk-free interest rate, volatility, cannot always be...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English English |
| Published: |
2009
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| Online Access: | https://eprints.nottingham.ac.uk/23308/ |