Computing option price for Levy process with fuzzy parameters

Fuzzy sets

L. A. Zadeh · Information and Control · 1965 · 66.1K citations

The Pricing of Options and Corporate Liabilities

Fischer Black, Myron S. Scholes · Journal of Political Economy · 1973 · 29.4K citations

Business, Economics, Finance +13

“Options, Futures, and Other Derivatives”

AMBER – ABBS Management Business and Entrepreneurship Review · 2016 · 5.2K citations · Full text

Business, Economics, Finance +11

Efficient Monte Carlo Simulation of Security Prices

Darrell Duffie, Peter W. Glynn · The Annals of Applied Probability · 1995 · 181 citations · Full text

Business, Computer Science, Asset Pricing +16

Pricing European options based on the fuzzy pattern of Black–Scholes formula

Hsien-Chung Wu · Computers & Operations Research · 2003 · 132 citations

Business, Finance, Mathematics +16