Applications of Adaptive Fuzzy Numbers to Black-Scholes European Call Valuation

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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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Bibliographic Details
Main Author:	LI, Xin
Format:	Dissertation (University of Nottingham only)
Language:	English English
Published:	2009
Online Access:	https://eprints.nottingham.ac.uk/23308/

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