Pricing of American put options based on a fuzzy binomial model

LU LiJuan;HU YunJiao

Journal of Beijing University of Chemical Technology ›› 2012, Vol. 39 ›› Issue (3) : 114-118.

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Journal of Beijing University of Chemical Technology ›› 2012, Vol. 39 ›› Issue (3) : 114-118.

管理与数理科学

Pricing of American put options based on a fuzzy binomial model

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{{article.zuoZheEn_L}}. {{article.title_en}}[J]. {{journal.qiKanMingCheng_EN}}, 2012, 39(3): 114-118

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Received	Revised	Published
2011-12-26	1900-01-01	2012-05-20
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2012-05-20

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