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In this paper, the difference of satisfactions for fuzzy yield and fuzzy risk from investors is viewed as a fuzzy number with parabolic membership function, and a fuzzy decision securities investment combination model bases on parabolic satisfaction degree is constructed with fuzzy set and fuzzy decision theories. The experimental results on real-word data show that our new approach is very efficient...
Riskless interest rate and volatility are two important variables in option pricing model, but are hard to be estimated precisely. The concept of fuzziness is used to describe these variables in this paper. We apply fuzzy set theory to the American put option valuation and extend the fuzzy option pricing model by introducing riskless interest rate and volatility as two trapezoidal fuzzy numbers. The...
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