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  1. 1 Studia Ekonomiczne

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  1. 1 Przybycin Z.

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  1. 1 2013

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Dwumianowy model wyceny opcji w warunkach rozmytych informacji

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Przybycin Z.
Studia Ekonomiczne
|
2013
|
vol. 132
80-90
EN
In the article presents the modification of the binomial model of European option pricing. Adopted namely, that it is appropriate to the weakening of the assumptions about the mechanism of price formation on the underlying instrument. In the proposed option pricing model, mechanism of option pricing formation is described in terms of fuzzy numbers. In the article, also posted selected messages from the scope of fuzzy numbers and options.
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