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The European call option prices have well-known formulae in the Cox-Ross- Rubinstein model (2), depending on the volatility of the underlying asset. Nevertheless it is hard to give a precise estimate of this volatility. S. Muzzioli and C. Toricelli

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Fuzzy Binary Tree Model for European Options S. Muzzioli1 and H. Reynaerts2 Dual fuzzy linear systems, vanilla option, binary tree. 1 Introduction In option pricing theory, the Cox-Ross-Rubinstein [2] formula is a fundamen-tal result for option pricing in a binomial model. The formula is derived under

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In the second part we present an alternative solution to the problem by performing a sensitivity analysis for the pricing of the option. This method is very general in the sense that it can be applied if one describes the uncertainty in the volatility by confidence intervals as well as if …

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Journal of Applied Mathematics is a peer-reviewed, Open Access journal devoted to the publication of original research papers and review articles in all areas of applied, computational, and industrial mathematics. “Binary option pricing using fuzzy numbers,” Applied Mathematics Letters, vol. 26, no. 1, pp. 65–72, 2013. View at

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