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Value Function Computation in Fuzzy Models by Differential Evolution
DOI:10.1007/s40815-017-0308-z.png)
Abstract
En 中文
In this paper, we show that the possibilistic mean values produce computation results that may differ in a nontrivial may from those obtained with the fuzzy extension principle. The evidence is carried out by comparing some examples derived from several models in finance.
Keywords:
Fuzzy numbers
Extension principle
Option pricing
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