Binary option pricing using fuzzy numbers

Binary option pricing using fuzzy numbers
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The traditional binary option pricing model only applies to scenarios in which the underlying stock price, risk-free interest rate, and price volatility are certain. fuzziness under uncertain environments,Yoshida derived a novel method for valuating European option prices by using fuzzy numbers (Yoshida, 2003). Lee et al. developed a

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In finance, the binomial options pricing model Monte Carlo simulations will generally have a polynomial time complexity, and will be faster for large numbers of simulation steps. Therefore, expected value is calculated using the option values from the later two nodes

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6/1/2016 · [15] Thavaneswarana, A. Appadoob, S.S. Frank, J (2013) . Applied Mathematics Letters, Volume 26, Issue 1, January 2013, Pages 65–72 [16] Zmeskal, Z. Generalized soft binomial American real option model (fuzzy–stochastic approach).

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(A Thavaneswaran, SS Appadoo, J Frank – Applied Mathematics Letters, 2013) 7. Interpreting prediction market prices …

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Recent Developments in Fuzzy Sets Approach in Option Pricing. DOI: 10.4236/jmf.2013.32031, The asset-or-nothing option by fuzzifying the maturity value of the stock price using adaptive fuzzy numbers is also discussed in some detail. References : “Binary Option Pricing using Fuzzy Numbers,” Applied Mathematics Letters, 2012. Full-Text

Binary option pricing using fuzzy numbers
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The main objective of Discrete Dynamics in Nature and Society is to foster links between basic and applied research relating to discrete dynamics of complex systems encountered in the natural and social sciences. S. S. Appadoo, and J. Frank, “Binary option pricing using fuzzy numbers,” Applied Mathematics Letters. An International

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Recent Developments in Fuzzy Sets Approach in Option Pricing

Semantic Scholar extracted view of "Option price sensitivities through fuzzy numbers" by Maria Letizia Guerra et al. Semantic Scholar extracted view of "Option price sensitivities through fuzzy numbers" by Maria Letizia Guerra et al. Binary option pricing using fuzzy numbers. A. Thavaneswaran, S. S. Appadoo, J. Frank;

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We present the fuzzy price of compound option by fuzzing the interest and volatility in Geske’s compound option pricing formula. For each α , the α -level set of fuzzy prices is obtained according to the fuzzy arithmetics and the definition of fuzzy-valued function.

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Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing. A Thavaneswaran, SS Appadoo, A Paseka. Mathematical and Computer Modelling 49 Binary option pricing using fuzzy numbers. A Thavaneswaran, SS Appadoo, J Frank. Applied Mathematics Letters 26 (1), 65-72, 2013. 36:

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Binary option pricing using fuzzy numbers: A. Thavaneswaran, S.S. Appadoo, J. Frank. BinarySoftware.org will not be liable to you (whether under the law of contract, the law of torts or otherwise) in relation to the contents of, or use of, or otherwise in connection with, this website: to the extent that the website is provided free-of

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Generalised soft binomial American real option pricing model (fuzzy-stochastic approach) @articleZmeskal2010GeneralisedSB, title=Generalised soft binomial American real option pricing model (fuzzy-stochastic approach), author=Zdenek Zmeskal, journal=European Journal of Operational Research, year=2010, volume=207, pages=1096-1103

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Forex Pricing Using Fuzzy Numbers (A. A. Thavaneswaran, J. Frank – Applied Mathematics Letters, 2013) 10. The Effects of Trading Systems on Risk and Returns in Equity Markets (Vikash Ramiah – Applied Economics, 2015) 11. Systems and Method for Online Investing (Sanjiv Bhatia, 2001) 12.

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Option price sensitivities through fuzzy numbers

Scholes Formula and Binary Option. Price. Chi Gao. 12/15/2013 .. The Black-Scholes Formula (the price of European call option is calculated) is calculated. Systematic RiskBinary option …

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The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options. The aim of this paper is to build a framework for pricing and hedging European options in the fuzzy (incomplete) market. A. Thavaneswaran, S.S. Appadoo, J. Frank . Appl. Math. Lett., 26 (1) (2013), pp

Binary option pricing using fuzzy numbers
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Journal of Applied Mathematics is a peer-reviewed, Open Access journal devoted to the publication of original research papers and review articles in all areas of applied, computational, and industrial mathematics. “ ,” Applied Mathematics Letters, vol. 26, no. 1, pp. 65–72, 2013. View at

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A. Thavaneswaran, S. S. Appadoo and J. Frank, “Binary Option Pricing using Fuzzy Numbers,” Applied Mathematics Letters, 2012. comments powered by Disqus Open Special Issues Published Special Issues Special Issues Guideline. JMF Subscription. E-Mail Alert. JMF Most popular papers

Binary option pricing using fuzzy numbers
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(2012) obtained the European option fuzzy pricing formula based on Kou’s double exponential jump diffusion model. They also proposed a crisp possibilistic mean option pricing formula by using the possibilistic mean values of fuzzy numbers. Fuzzy numbers may be also used in other areas of financial mathematics, e.g.,

Binary option pricing using fuzzy numbers
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A binary option is a type of option where the payout is either fixed after the underlying stock exceeds the predetermined threshold (or strike price) or is nothing at all.

Binary option pricing using fuzzy numbers
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A binary option is a fast and extremely simple financial instrument which allows investors to speculate on whether the price of an asset will go up or down in the future, for example the stock price of Google, the price of Bitcoin, the USD/GBP exchange rate, or the price of gold. Binary Option Pricing Using Fuzzy Numbers (A Thavaneswaran, S

Binary option pricing using fuzzy numbers
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Recent Developments in Fuzzy Sets Approach in Option Pricing

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