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pro vyhledávání: '"Georgy Urumov"'
Publikováno v:
Algorithms, Vol 17, Iss 7, p 289 (2024)
In traditional finance, option prices are typically calculated using crisp sets of variables. However, as reported in the literature novel, these parameters possess a degree of fuzziness or uncertainty. This allows participants to estimate option pri
Externí odkaz:
https://doaj.org/article/a683713876204f2996fab0f3448f23ca
Autor:
Georgy Urumov, Panagiotis Chountas
Publikováno v:
2022 IEEE 11th International Conference on Intelligent Systems (IS).