European Call Option Based on Binary Tree Model with Trapezoid Fuzzy Number Rising and Falling Factors

Advances in Natural Computation, Fuzzy Systems and Knowledge Discovery - Advances in Intelligent Systems and Computing ◽

10.1007/978-3-030-70665-4_48 ◽

2021 ◽

pp. 419-427

Author(s):

Yanyan Wang ◽

Guixiang Wang

Keyword(s):

Fuzzy Number ◽

Binary Tree ◽

Call Option ◽

European Call Option

Download Full-text

Asymptotics of the price oscillations of a European call option in a tree model

Mathematical Finance ◽

10.1111/j.0960-1627.2004.00192.x ◽

2004 ◽

Vol 14 (2) ◽

pp. 271-293 ◽

Author(s):

Francine Diener ◽

MARC Diener

Keyword(s):

Call Option ◽

European Call Option

Download Full-text

Fuzzy option pricing based on fuzzy number binary tree model

IEEE Transactions on Fuzzy Systems ◽

10.1109/tfuzz.2021.3118781 ◽

2021 ◽

pp. 1-1

Author(s):

Guixiang Wang ◽

Yanyan Wang ◽

Junmin Tang

Keyword(s):

Option Pricing ◽

Fuzzy Number ◽

Binary Tree ◽

Download Full-text

On the Price of European Call Option Based on the Black Scholes Model with Fuzzy Number Coefficients

2018 International Conference on Control, Automation and Information Sciences (ICCAIS) ◽

10.1109/iccais.2018.8570549 ◽

2018 ◽

Author(s):

Guojing Zhang ◽

Guixiang Wang

Keyword(s):

Fuzzy Number ◽

Call Option ◽

European Call Option ◽

Black Scholes Model ◽

Download Full-text

Option Pricing Based on Binary Tree Model with Discrete Fuzzy Number Factors

10.1145/3469213.3472791 ◽

2021 ◽

Author(s):

Qianqian Mao ◽

Guixiang Wang

Keyword(s):

Option Pricing ◽

Fuzzy Number ◽

Binary Tree ◽

Discrete Fuzzy Number

Download Full-text

Fast Range Query of Fault Equipment Location Based on Breadth and Depth Ratio of the Binary Tree Model

2021 IEEE 6th International Conference on Big Data Analytics (ICBDA) ◽

10.1109/icbda51983.2021.9403073 ◽

2021 ◽

Author(s):

Yuying Zhang ◽

Chao-Hsien Hsieh ◽

Qing Zhang ◽

Xiaoyu Wu ◽

Tong Ji

Keyword(s):

Binary Tree ◽

Range Query ◽

Download Full-text

Laplace Transform Homotopy Perturbation Method for the Two Dimensional Black Scholes Model with European Call Option

Mathematical and Computational Applications ◽

10.3390/mca22010023 ◽

2017 ◽

Vol 22 (1) ◽

pp. 23 ◽

Author(s):

Kamonchat Trachoo ◽

Wannika Sawangtong ◽

Panumart Sawangtong

Keyword(s):

Laplace Transform ◽

Perturbation Method ◽

Homotopy Perturbation Method ◽

Two Dimensional ◽

Call Option ◽

Homotopy Perturbation ◽

European Call Option ◽

Black Scholes Model ◽

Download Full-text

Pricing of a European Call Option Under a Local Volatility Interbank Offered Rate Model

American Journal of Theoretical and Applied Statistics ◽

10.11648/j.ajtas.20180702.14 ◽

2018 ◽

Vol 7 (2) ◽

pp. 80

Author(s):

Winnie Mbusiro Chacha

Keyword(s):

Call Option ◽

Local Volatility ◽

European Call Option

Download Full-text

EUROPEAN CALL OPTION APPLICATION IN INCOMPLETE MARKET-ANALYSIS AND DEVELOPMENT

Journal of Computer Science ◽

10.3844/jcssp.2014.157.168 ◽

2014 ◽

Vol 10 (1) ◽

pp. 157-168

Author(s):

Ro’fah Nur Rachmawati ◽

Sufon ◽

Widodo Budiharto

Keyword(s):

Incomplete Market ◽

Market Analysis ◽

Call Option ◽

European Call Option

Download Full-text

Excursus: The Density of the Underlying of a European Call Option

Mathematical Finance ◽

10.1002/9780470179789.ch5 ◽

2007 ◽

pp. 81-82

Keyword(s):

Call Option ◽

European Call Option

Download Full-text

Fast numerical simulation of a new time-space fractional option pricing model governing European call option

Applied Mathematics and Computation ◽

10.1016/j.amc.2018.06.030 ◽

2018 ◽

Vol 339 ◽

pp. 186-198 ◽

Author(s):

H. Zhang ◽

F. Liu ◽

S. Chen ◽

V. Anh ◽

J. Chen

Keyword(s):

Numerical Simulation ◽

Option Pricing ◽

Call Option ◽

Pricing Model ◽

European Call Option ◽

Option Pricing Model ◽

Download Full-text