Using Binomial Tree Pricing Model in a Fuzzy Market

YOU Su-rong; LU Yun-sheng

首页> 外文期刊>Journal of Dong Hua University >Using Binomial Tree Pricing Model in a Fuzzy Market

【24h】

Using Binomial Tree Pricing Model in a Fuzzy Market

机译：在模糊市场中使用二叉树定价模型

获取原文

获取原文并翻译 | 示例

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

A model of using binomial tree pricing formulae in a fuzzy market is proposed. In the fuzzy market, a price interval can be got according to the belief degree. The rule for the reasonability of the price interval is proposed. The explicit expression of the interval is discussed in some special settings.

机译：提出了在模糊市场中使用二叉树定价公式的模型。在模糊市场中，可以根据置信度获得价格区间。提出了价格区间合理性的规则。在某些特殊设置中讨论了间隔的显式表达。

著录项

来源
《Journal of Dong Hua University》 |2007年第1期|p.64-68|共5页
作者
YOU Su-rong; LU Yun-sheng;
展开▼
作者单位

College of Science, Donghua University, Shanghai 200051, China;

展开▼
收录信息
原文格式 PDF
正文语种 eng
中图分类纺织工业、染整工业;
关键词
fuzzy numbers; binomial tree pricing model; acceptable price interval; belief degree;

机译：模糊数二叉树定价模型可接受价格区间信度;

相似文献

外文文献
中文文献
专利

1. A NOVEL OPTION PRICING MODEL VIA FUZZY BINOMIAL DECISION TREE [J] . Shang-En Shine Yu, Kun-Huang Huarng, Ming-Yuan Leon Li, International Journal of Innovative Computing Information and Control . 2011,第2期

机译：模糊二项式决策树的新型期权定价模型
2. Tradability, closeness to market prices, and expected profit: their measurement for a binomial model of options pricing in a heterogeneous market [J] . Shvimer Yossi, Herbon Avi Journal of Economic Interaction and Coordination . 2020,第3期

机译：可贸易性，近额市场价格和预期利润：他们对异构市场中的选择定价二项式模型的测量
3. REIT market efficiency through a binomial option pricing tree approach [J] . Kim Hin David Ho, Shea Jean Tay Journal of Property Investment & Finance . 2016,第5期

机译：通过二项式期权定价树方法进行房地产投资信托市场效率
4. Analysis of software pricing based on binomial tree option pricing model [C] . Qin Wu, Min Wu, Yunzhou Sun International Conference on Information Science, Parallel and Distributed Systems . 2020

机译：基于二叉树期权定价模型的软件定价分析
5. Systems with many degrees of freedom: From mean-field theories of non-Fermi liquid behavior in impurity models to implied binomial trees for modeling financial markets [D] . Barle, Stanko 1996

机译：具有多种自由度的系统：从杂草液行为的平均田间理论，在杂质模型中到暗示金融市场的暗示二项树
6. Study on Market Stability and Price Limit of Chinese Stock Index Futures Market: An Agent-Based Modeling Perspective [O] . Xiong Xiong, Ding Nan, Yang Yang, -1

机译：基于Agent的中国股指期货市场市场稳定性和价格限制研究
7. An Improvement of Gain-Loss Price Bounds on Options Based on Binomial Tree and Market-Implied Risk-Neutral Distribution [O] . Shi-jie Jiang, Mujun Lei, Cheng-Huang Chung 2018

机译：基于二项式树木和市场隐含风险中性分布的期权增益价格界的提高

Using Binomial Tree Pricing Model in a Fuzzy Market

摘要

著录项

相似文献

相关主题

期刊订阅