1 publication

• Published Subscription 12 Jun 2019

  Problem of pricing American Fuzzy Put Option Buyer’s Model for general Trapezoidal Fuzzy Numbers

  By K. Meenakshi, Felbin C. Kennedy

  Abstract: Fuzzy American put option pricing in both discrete and continuous time by using fuzzy random variables and fuzzy expectation based on the decision maker's subjective judgement was studied by Yoshida. American Fuzzy Put Option Model (AFPOM) based on fuzzy risk-neutral probability measure was defined by Muzzioli and Reynaerts using non-overlapping trapezoidal fuzzy numbers. In this study, we introduce a new fuzzy risk-neutral probability measure for a more general class of …

  Published in Recent Trends in Parallel Computing · Vol. 6, Issue 1, 2019 · pp. 27–37 Read article →