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Option Pricing in the Presence of Uncertainty

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Perception-based Data Mining and Decision Making in Economics and Finance

Part of the book series: Studies in Computational Intelligence ((SCI,volume 36))

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References

  1. 1. Black, F., Scholes, M., 1973. The Pricing of Options and Corporate Liabilities, Journal of Political Economy

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Author information

Authors and Affiliations

  1. Department of Economics, University of Modena and Reggio Emilia, Italy

    Silvia Muzzioli

  2. Department of Applied Mathematics and Computer Science, Belgium

    Huguette Reynaerts

Authors
  1. Silvia Muzzioli
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  2. Huguette Reynaerts
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Editor information

Editors and Affiliations

  1. Mexican Petroleum Institute, Eje Central Lazaro Cardenas 152, Col. San Bartolo Atepehuacan, 07730, Mexico, Mexico

    Ildar Batyrshin  & Leonid Sheremetov  & 

  2. Systems Research Institute, Polish Academy of Sciences, Newelska 6, 01-447, Warszawa, Poland

    Janusz Kacprzyk

  3. St. Petersburg Institute for Informatics and Automation, Russian Academy of Sciences, 39 14th Line St. Petersburg, 199178, Russia

    Leonid Sheremetov

  4. Computer Science Division, University of California, 387 Soda Hall, 94720-1776, Berkeley, CA, USA

    Lotfi A. Zadeh

  5. Institute of Problems of Informatics, Academy of Sciences of Tatarstan, Mushtari st., 20 Kazan, 420012, Russia

    Ildar Batyrshin

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Muzzioli, S., Reynaerts, H. (2007). Option Pricing in the Presence of Uncertainty. In: Batyrshin, I., Kacprzyk, J., Sheremetov, L., Zadeh, L.A. (eds) Perception-based Data Mining and Decision Making in Economics and Finance. Studies in Computational Intelligence, vol 36. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-36247-0_11

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  • DOI: https://doi.org/10.1007/978-3-540-36247-0_11

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-36244-9

  • Online ISBN: 978-3-540-36247-0

  • eBook Packages: EngineeringEngineering (R0)

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