[HTML][HTML] A systematic review of the interactions of fuzzy set theory and option pricing

J de Andrés-Sánchez - Expert Systems with Applications, 2023 - Elsevier
This paper makes a systematic bibliographical analysis of the contributions of fuzzy set
theory (FST) on option pricing to state principal mainstream focuses and exposes the basic …

Fuzzy Random Option Pricing in Continuous Time: A Systematic Review and an Extension of Vasicek's Equilibrium Model of the Term Structure

J Andrés-Sánchez - Mathematics, 2023 - mdpi.com
Fuzzy random option pricing in continuous time (FROPCT) has emerged as an active
research field over the past two decades; thus, there is a need for a comprehensive review …

Binary options as a modern fenomenon of financial business

A Kolkova, L Lenertova - International Journal of Entrepreneurial Knowledge, 2016 - ijek.org
Binary options are a new instrument of the financial market. The aim of this paper is to
analyze the use of binary options with trading and to illustrate this on the practical example …

The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options

H Li, A Ware, L Di, G Yuan, A Swishchuk, S Yuan - Fuzzy Sets and Systems, 2018 - Elsevier
In recent years, fuzzy sets theory has been introduced as a means of modeling the
uncertainties of the input parameters of the Black–Scholes–Merton European options pricing …

Analytical Modeling and Empirical Analysis of Binary Options Strategies

G Ertek, A Al-Kaabi, AI Maghyereh - Future Internet, 2022 - mdpi.com
This study analyzes binary option investment strategies by developing mathematical
formalism and formulating analytical models. The binary outcome of binary options …

Fuzzy pricing of binary option based on the long memory property of financial markets

X Qin, X Lin, Q Shang - Journal of Intelligent & Fuzzy Systems, 2020 - content.iospress.com
In order to introduce the long memory property of financial markets into the study of binary
option pricing under fuzzy environment, the fractional Brownian motion is used to describe …

Judi Berkedok Trading: Modus Operandi Dan Upaya Pemberantasannya

Y Bustomi - Jurnal Hukum dan Pembangunan Ekonomi, 2022 - jurnal.uns.ac.id
Ketidakpastian kehidupan saat ini mengakibatkan masyarakat melakukan berbagai cara
untuk dapat bertahan hidup. Momentum ini dimanfaatkan oleh kelompok tidak bermoral …

The total return swap pricing model under fuzzy random environments

L Wu, J Wang, J Liu, Y Zhuang - Discrete Dynamics in Nature …, 2017 - Wiley Online Library
This paper models the jump amplitude and frequency of random parameters of asset value
as a triangular fuzzy interval. In other words, we put forward a new double exponential jump …

URGENSI PENGATURAN DECENTRALIZED FINANCE SEBAGAI PENGEMBANGAN PERDAGANGAN ASET KRIPTO

Y Bustomi - 2023 - digilib.uns.ac.id
Lebih spesifik, Indonesia dalam hal memberikan dan menjamin rasa aman, memberikan
kepeastian hukum dan keadilan dalam hal pemanfaatan teknologi informasi telah tertuang …

[DOC][DOC] Zpětné testování efektivity vybraných ukazatelů technické analýzy na měnovém páru s využitím digitálních opcí

A Kolková - 8th International Scientific Conference Managing and …, 2016 - researchgate.net
Digital (binary) options are a new instrument of the financial market. History trading on the
OTC market dates from 2008. They are considered very risk investments, therefore no …