Pricing European Call Currency Option Based on Fuzzy Estimators

Yu, Xing and Sun, Hongguo and Chen, Guohua (2011) Pricing European Call Currency Option Based on Fuzzy Estimators. Applied Mathematics, 02 (04). pp. 461-464. ISSN 2152-7385

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Abstract

In this paper we present an application of fuzzy estimators method to price European call currency option. We make use of fuzzy estimators for the volatility of exchange rate which based on statistical data to obtain the fuzzy pattern of G-K model. A numerical example is presented to get the -level closed intervals of the European call currency option fuzzy price.

Item Type: Article
Subjects: Universal Eprints > Mathematical Science
Depositing User: Managing Editor
Date Deposited: 06 Jun 2023 05:46
Last Modified: 04 Nov 2023 03:35
URI: http://journal.article2publish.com/id/eprint/2080

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