IEEE - Institute of Electrical and Electronics Engineers, Inc. - Pricing Currency Options in a Fuzzy Environment

2008 ISECS International Colloquium on Computing, Communication, Control, and Management (CCCM)

Author(s): Weilin Xiao ; Weiguo Zhang ; Weijun Xu ; Yanxi Wu
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 August 2008
Conference Location: Guangzhou, China
Conference Date: 3 August 2008
Volume: 3
Page(s): 309 - 313
ISBN (Paper): 978-0-7695-3290-5
DOI: 10.1109/CCCM.2008.158
Regular:

Owing to the vague fluctuation of financial markets from time to time, the pricing parameters of currency option may occur imprecisely. In this case, it is natural to consider the fuzzy... View More

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