Fuzzy chance variables were studied by Puri and Ralescu [1] which was secondhand by Yoshida [2] in the eld of Mathematical Finance. Since therefore, several researchers (to note a few, [3], [4], [5], [6], [7], [8], [9], [10]) use fuzzy set belief application to Mathematical Finance. Later, he ([2], [10], [11]) used fuzzy binomial tree model established Cox et al. [12] approach to study fluffy options pricing models. He secondhand the same in both individual and continuous period fuzzy stochastic process in what way put and call option prices, the stock prices are pretended to be fluffy in nature described utilizing non-overlapping type of triangular fluffy numbers. While the jump factors and the interest involved in his model are captured as crisp. In the constant case, he employed discrete opportunity approximation of the number of time steps n in the binomial shrub model, large and fresh continuously compounded not dangerous interest rate. The main idea concerning this work is to investigate applications of fuzzy risk- impartial probability measures involving steadily compounded fluffy risk-free interest rate expressed by GLOFN to fuzzy set option and call option models. We idea the same to Microsoft Corporation (MSFT) shares considered from the site "www.optionistics.com" utilizing three-period fuzzy binomial timber model.
Author(s) Details:
K. Meenakshi,
Department
of Mathematics, Presidency University, Bengaluru, India.
Please see the link here: https://stm.bookpi.org/RATMCS-V3/article/view/11571
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