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Iranian Journal of Fuzzy Systems، جلد ۸، شماره ۳، صفحات ۸۱-۹۴
عنوان فارسی EXPECTED PAYOFF OF TRADING STRATEGIES INVOLVING EUROPEAN OPTIONS FOR FUZZY FINANCIAL MARKET
چکیده فارسی مقاله Uncertainty inherent in the financial market was usually consid-
ered to be random. However, randomness is only one special type of uncer-
tainty and appropriate when describing objective information. For describing
subjective information it is preferred to assume that uncertainty is fuzzy. This
paper defines the expected payo
of trading strategies in a fuzzy financial
market within the framework of credibility theory. In addition, a computable
integral form is obtained for expected payo
of each strategy.
کلیدواژه‌های فارسی مقاله Credibility measure، Liu process، Expected value، Fuzzy process،
عنوان انگلیسی EXPECTED PAYOFF OF TRADING STRATEGIES INVOLVING EUROPEAN OPTIONS FOR FUZZY FINANCIAL MARKET
چکیده انگلیسی مقاله Uncertainty inherent in the financial market was usually consid-
ered to be random. However, randomness is only one special type of uncer-
tainty and appropriate when describing objective information. For describing
subjective information it is preferred to assume that uncertainty is fuzzy. This
paper defines the expected payo
of trading strategies in a fuzzy financial
market within the framework of credibility theory. In addition, a computable
integral form is obtained for expected payo
of each strategy.
کلیدواژه‌های انگلیسی مقاله Credibility measure, Liu process, Expected value, Fuzzy process
نویسندگان مقاله Zhongfeng Qin |
School of Economics and Management, Beihang University, Beijing 100191, China

Xiang Li |
The State Key Laboratory of Rail Traffic Control and Safety, Beijing Jiaotong University, Beijing 100044, China

نشانی اینترنتی http://ijfs.usb.ac.ir/article_288_bb59ddc4aacf0649fad5e0dd252ffed3.pdf
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