Fuzzy Optimization of Option Pricing Model and Its Application in Land Expropriation
Joint Authors
Tan, Yingshuang
Chen, Qian
Heng, Aimin
Source
Journal of Applied Mathematics
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-07-16
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
Option pricing is irreversible, fuzzy, and flexible.
The fuzzy measure which is used for real option pricing is a useful supplement to the traditional real option pricing method.
Based on the review of the concepts of the mean and variance of trapezoidal fuzzy number and the combination with the Carlsson-Fuller model, the trapezoidal fuzzy variable can be used to represent the current price of land expropriation and the sale price of land on the option day.
Fuzzy Black-Scholes option pricing model can be constructed under fuzzy environment and problems also can be solved and discussed through numerical examples.
American Psychological Association (APA)
Heng, Aimin& Chen, Qian& Tan, Yingshuang. 2014. Fuzzy Optimization of Option Pricing Model and Its Application in Land Expropriation. Journal of Applied Mathematics،Vol. 2014, no. 2014, pp.1-7.
https://search.emarefa.net/detail/BIM-486999
Modern Language Association (MLA)
Heng, Aimin…[et al.]. Fuzzy Optimization of Option Pricing Model and Its Application in Land Expropriation. Journal of Applied Mathematics No. 2014 (2014), pp.1-7.
https://search.emarefa.net/detail/BIM-486999
American Medical Association (AMA)
Heng, Aimin& Chen, Qian& Tan, Yingshuang. Fuzzy Optimization of Option Pricing Model and Its Application in Land Expropriation. Journal of Applied Mathematics. 2014. Vol. 2014, no. 2014, pp.1-7.
https://search.emarefa.net/detail/BIM-486999
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-486999
