Work

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

Year: 2005

Type: article

Source: Review of Quantitative Finance and Accounting

DOI: 10.1007/s11156-005-4767-1

Authors: Cheng Few Lee, Gwo-Hshiung Tzeng, Shin-Yun Wang

Institutions: Rutgers, The State University of New Jersey, National Yang Ming Chiao Tung University, Kainan University, National Dong Hwa University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2009608498

FWCI: 2.846

Cites: 28

Cited by: 40

Related to: 10