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NON OVERLAPPING FUZZY OCTAGONAL NUMBERS FOR RECOMMENDING THE OPTIMUM EQUITY VALUE OF FINANCIAL SERIES.

Authors :
MEENAKSHI, K.
SATHISH, S.
N., PRABAKARAN
Source :
Global & Stochastic Analysis; Jun2024, Vol. 11 Issue 3, p1-13, 13p
Publication Year :
2024

Abstract

Risk-neutral fuzzy probability measures play a crucial role in evaluating American fuzzy put option and fuzzy call option pricing models that depend on the amount of increase or decrease of the equity prices. Volatility and risk-free interest rate are the two significant parameters that are affecting the financial market frequently. In 2008, Muzzioli et al [9] and Xcaojian Yu [17] used non-overlapping triangular/trapezoidal and non-overlapping fuzzy trapezoidal numbers respectively to describe the same to study American put option model. In this study, we recommend fuzzy measures involving non-overlapping fuzzy octagonal numbers using which we demonstrate American Put Fuzzy Option Model (APFOM) by incorporating the uncertain values to real in the volatile series. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
22489444
Volume :
11
Issue :
3
Database :
Complementary Index
Journal :
Global & Stochastic Analysis
Publication Type :
Academic Journal
Accession number :
178309724