Cryptocurrencies, like Bitcoin, are often too volatile for everyday use. Stablecoins, digital coins linked to steady assets ...
Fuzzy set theory has emerged as a powerful tool to address the inherent imprecisions and uncertainties in financial modelling, notably in option pricing. By incorporating fuzziness into conventional ...
Our method for call options is summarised in the following algorithm: (1) We device the time interval into the grid 0≡t_0<t_1<...<t_n≡T and let D_0,D_1...,D_n be some values for the underlying asset ...