Fuzzy option pricing


Subject: Fuzzy option pricing
From: Stefan Långströ (slangstr@abo.fi)
Date: Tue Jul 04 2000 - 09:15:29 MET DST


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Hi Silvia,

You requested some articles/references about fuzzy option pricing. At =
our department http://www.abo.fi/instut/iamsr/ we have a project with =
real options and for example Prof. Christer Carlsson and Robert Fuller =
have done some work here with fuzzy numbers, but not yet so much with =
options. Anyway I think there perhaps could be some possibilities for =
some kind of co-operation and knowledge-sharing. We would therefor be =
interested to know more about your work - would it be possible to get a =
short description of your work or research plan?

Best regards,

Stefan Langstrom
slangstr@abo.fi
Abo Akademi University
Lemminkainengatan 14 B
FIN-20520 Turku
+358 2 215 4031

>I'm a Ph.D. student and the topic of my thesis is fuzzy option pricing, =
i'm
>at an early stage and I will be very happy if you can tell me some
>articles/references about the topic, thanks a lot
>Silvia

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Hi Silvia,
 
You requested some articles/references = about fuzzy=20 option pricing. At our department http://www.abo.fi/instut/iamsr/<= /A> we=20 have a project with real options and for example Prof. Christer Carlsson = and=20 Robert Fuller have done some work here with fuzzy numbers, but not = yet so=20 much with options. Anyway I think there perhaps could be some = possibilities for=20 some kind of co-operation and knowledge-sharing. We would therefor be = interested=20 to know more about your work - would it be possible to get a short = description=20 of your work or research plan?
 
Best regards,
 
Stefan Langstrom
slangstr@abo.fi
Abo Akademi University
Lemminkainengatan 14 B
FIN-20520 Turku
+358 2 215 4031
 
 
>I'm a Ph.D. student and the topic = of my thesis=20 is fuzzy option pricing, i'm
>at an early stage and I will be very = happy=20 if you can tell me some
>articles/references about the topic, = thanks a=20 lot
>Silvia


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