Binary option pricing using fuzzy numbers virtual binary options game

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Here we use fuzzy set theory to price binary options. Specifically, we study binary options by fuzzifying the maturity value of the stock price using trapezoidal, ...

binary option pricing using fuzzy numbers

Jun 8, 2014 ... of traditional B-S model, it used trapezoidal fuzzy number to estimate the ... Liu [5] took the fuzzy theory into pricing model of currency options, using ... existing business value as well as the fuzzy binomial option pricing model ...Here we use fuzzy set theory to price binary options. Specifically, we study binary options by fuzzifying the maturity value of the stock price using trapezoidal, ...

Abstract. We use the basic binomial option pricing method but allow some or all the parameters in the model to be uncertain and model this uncertainty.Recently there has been a growing interest in using fuzzy numbers to deal with ... fuzzy-stochastic binomial American real option model under fuzzy numbers ...Sep 6, 2013 ... Keywords: Fuzzy number, european vulnerable options, ... firstly considered the problem of pricing options with ... price binary options. Zhao et ...

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paper is the application of fuzzy sets theory to the CRR model. It is expected that fuzzy ... new method for option valuation using fuzzy set theory that is based on ... as the binomial tree option pricing model are reviewed in the following section.Option valuation model with adaptive fuzzy numbers ... Fuzzy coefficient volatility (FCV) models with applications ... Binary option pricing using fuzzy numbers.extended the Black-Scholes option pricing formula to dividends-paying stocks as .... A fuzzy number A is a fuzzy set of the real line with a normal, (fuzzy) convex ..... on a fuzzy binomial approach, INFORMATION SCIENCES, 180(2010),.