Pricing options in a fuzzy environment

Includes abstract. === Includes bibliographical references (leaves 114-116). === Although Fuzzy Logic is not new, it is however only since 2004 that an axiomatic theory has been created that has all the desirable effects of Fuzzy Logic. This theory, named Credibility theory was proposed by Dr. Liu....

Full description

Bibliographic Details
Main Author: Ramsden, Bevan
Other Authors: Guo, Renkuan
Format: Dissertation
Language:English
Published: University of Cape Town 2014
Subjects:
Online Access:http://hdl.handle.net/11427/4924