A Fuzzy System for Estimating Premium Cost of Option Exchange Using Mamdani Inference: Derivatives Market of Mexico
The calculation of the premium cost of an option exchange is usually computed by the different mathematical models that obtain the degree of uncertainty in the financial market by Black-Scholes method though such a degree is inaccurate. In order to improve the management of uncertainty the use of fu...
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| Huvudupphov: | , , |
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| Materialtyp: | Artigo |
| Språk: | Inglês |
| Utgiven: |
Springer
2017-01-01
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| Serie: | International Journal of Computational Intelligence Systems |
| Ämnen: | |
| Länkar: | https://www.atlantis-press.com/article/25865498/view |
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