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Value Function Computation in Fuzzy Models by Differential Evolution

delete2017-04-08
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M
Maria Letizia Guerra *
L
Laerte Sorini
L
Luciano Stefanini
DOI:10.1007/s40815-017-0308-zdelete
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Abstract

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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Journal

International Journal of Fuzzy Systems cover
International Journal of Fuzzy Systems
IF:
3.6
Papers:
2.2K
Citations:
4.3K

Organization

U
University of Urbino
Scholars:
2.8K
Papers: 2.3K
Citations: 5
U
University of Bologna
Scholars:
4.5W
Papers: 3.8W
Citations: 4.1W