Work

Assessing the Convergence of Three Up-and-Down Moves in Binomial Option Pricing Modelling to Black-Scholes-Merton in a Fuzzy Setting

Year: 2025

Type: article

Source: Journal of Intelligent & Fuzzy Systems

DOI: 10.1177/10641246251324575

Author: Jorge de Andrés-Sánchez

Institution: Universitat Rovira i Virgili

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4410100655

FWCI: 0.946

Cites: 44

Cited by: 1

Related to: 10