European Call-Put Parity and Some Properties in Fuzzy Financial Market

摘要：

In this paper,call-put parity of European options is formulated for fuzzy financial market and some mathematical properties are discussed.We deduced the call-put parity from the definition of the European call options and the European put options.Finally,we get an inequality of American options.

关键词： Option price Liu process Call-put parity

作者: Sun Wei Jizhou Zhang

作者单位: College of Mathematics & Sciences,Shanghai Normal University,Shanghai,China 200234

会议类型: 国内会议

会议名称: 第三届中国智能计算大会

会议地点: 济南

会议语种:英文

页码: 240-242

在线出版日期: 2009-05-15（万方平台首次上网日期，不代表论文的发表时间）