Fuzzy Sets and Systems
The mean value of a fuzzy number
Fuzzy Sets and Systems - Fuzzy Numbers
Fuzzy set theory—and its applications (3rd ed.)
Fuzzy set theory—and its applications (3rd ed.)
Fuzzy Sets and Systems: Theory and Applications
Fuzzy Sets and Systems: Theory and Applications
Fuzzy Mathematical Models in Engineering and Management Science
Fuzzy Mathematical Models in Engineering and Management Science
A Refinement of the Black-Scholes Formula of Pricing Options
Cybernetics and Systems Analysis
On weighted possibilistic mean and variance of fuzzy numbers
Fuzzy Sets and Systems - Theme: Basic concepts
Pricing European options based on the fuzzy pattern of Black-Scholes formula
Computers and Operations Research
Median value and median interval of a fuzzy number
Information Sciences—Informatics and Computer Science: An International Journal
Pricing financial derivatives with fuzzy algebraic models: a theoretical and computational approach
Pricing financial derivatives with fuzzy algebraic models: a theoretical and computational approach
Fuzzy coefficient volatility (FCV) models with applications
Mathematical and Computer Modelling: An International Journal
Application of possibility theory to investment decisions
Fuzzy Optimization and Decision Making
On theoretical pricing of options with fuzzy estimators
Journal of Computational and Applied Mathematics
Possibilistic mean value and variance of fuzzy numbers: some examples of application
FUZZ-IEEE'09 Proceedings of the 18th international conference on Fuzzy Systems
Investment project valuation based on a fuzzy binomial approach
Information Sciences: an International Journal
Option price sensitivities through fuzzy numbers
Computers & Mathematics with Applications
A study of Greek letters of currency option under uncertainty environments
Mathematical and Computer Modelling: An International Journal
A fuzzy real option approach for investment project valuation
Expert Systems with Applications: An International Journal
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In this paper, we consider moment properties for a class of quadratic adaptive fuzzy numbers defined in Dubois and Prade [D. Dubois, H. Prade, Fuzzy Sets and Systems: Theory and Applications, Academic Press, New York, 1980]. The corresponding moments of Trapezoidal Fuzzy Numbers (Tr.F.N's) and Triangular Fuzzy Numbers (T.F.N's) turn out to be special cases of the adaptive fuzzy number [S. Bodjanova, Median value and median interval of a fuzzy number, Information Sciences 172 (2005) 73-89]. A numerical example is presented based on the Black-Scholes option pricing formula with quadratic adaptive fuzzy numbers for the characteristics such as volatility parameter, interest rate and stock price. Our approach hinges on a characterization of imprecision by means of fuzzy set theory.