A Fuzzy Set Approach for Generalized CRR Model: An Empirical Analysis of S&P 500 Index Options

Author: Lee Cheng   Tzeng Gwo-Hshiung   Wang Shin-Yun  

Publisher: Springer Publishing Company

ISSN: 0924-865X

Source: Review of Quantitative Finance and Accounting, Vol.25, Iss.3, 2005-11, pp. : 255-275

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Abstract