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NON OVERLAPPING FUZZY OCTAGONAL NUMBERS FOR RECOMMENDING THE OPTIMUM EQUITY VALUE OF FINANCIAL SERIES.
- 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]
- Subjects :
- OPTIONS (Finance)
FINANCIAL markets
PRICING
INTEREST rates
FUZZY statistics
Subjects
Details
- Language :
- English
- ISSN :
- 22489444
- Volume :
- 11
- Issue :
- 3
- Database :
- Complementary Index
- Journal :
- Global & Stochastic Analysis
- Publication Type :
- Academic Journal
- Accession number :
- 178309724