Option price models in uncertainty conditions may be the proper way to show that the possibilistic mean values produce computation results that may differ in a non trivial may from those obtained with the fuzzy extension principle. In this paper we compare several models for option prices to underline the relevance of the applied methodologies.

Option prices by differential evolution

GUERRA MARIA LETIZIA
;
SORINI LAERTE
;
STEFANINI LUCIANO
2015-01-01

Abstract

Option price models in uncertainty conditions may be the proper way to show that the possibilistic mean values produce computation results that may differ in a non trivial may from those obtained with the fuzzy extension principle. In this paper we compare several models for option prices to underline the relevance of the applied methodologies.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11576/2631930
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