| Using Binomial Tree Pricing Model in a Fuzzy Market |
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| 作者姓名： | 尤苏蓉 陆允生 |
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| 作者单位： | College of Science, Donghua University, Shanghai 200051, China） |
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| 摘 要： | A model of using binomial tree pricing formulae in a fuzzy market is proposed. In the fuzzy market, a price interval can be got according to the belief degree. The rule for the reasonability of the price interval is proposed. The explicit expression of the interval is discussed in some special settings.
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| 关 键 词： | 二项树形定价模型 模糊数 市场 可接受价格区间 置信度 |
| 文章编号： | 1672-5220（2007）01-0064-05 |
| 修稿时间： | 2005-08-28 |
Using Binomial Tree Pricing Model in a Fuzzy Market |
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| YOU Su-rong,LU Yun-sheng.Using Binomial Tree Pricing Model in a Fuzzy Market[J].Journal of Donghua University,2007,24(1):64-68. |
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| Authors: | YOU Su-rong LU Yun-sheng |
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| Institution: | College of Science, Donghua University, Shanghai 200051 , China |
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| Abstract: | A model of using binomial tree pricing formulae in a fuzzy market is proposed. In the fuzzy market, a price interval can be got according to the belief degree. The rule for the reasonability of the price interval is proposed. The explicit expression of the interval is discussed in some special settings. |
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| Keywords: | fuzzy numbers binomial tree pricing model acceptable price interval belief degree |
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