The Total Return Swap Pricing Model under Fuzzy Random Environments

<div>Sensitivity analysis of investors’ subjective reliability to premium (<i>c</i><sup>+</sup> =<i> d</i><sup>+</sup> = 0.5,<i> c</i><sup>−</sup> =<i> d</i><sup>−</sup> = 0.1, <svg height="9.01194pt" id="M241" style="vertical-align:-0.04981995pt" version="1.1" viewbox="-0.0498162 -8.96212 29.5984 9.01194" width="29.5984pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M620 675H597C578 656 570 650 541 650H144C112 650 104 653 94 675H72C59 618 42 552 23 493L53 491C71 534 88 564 105 585C124 608 144 615 238 615H290L197 121C182 40 174 34 88 28L82 0H361L367 28C275 34 266 38 281 121L374 615H441C522 615 543 608 553 583C562 560 566 531 565 493L597 494C603 551 612 629 620 675Z" id="g113-85"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="637" vert-adv-y="637"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,11.917,0)"><path d="M535 323V373H52V323H535ZM535 138V188H52V138H535Z" id="g117-34"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="587" vert-adv-y="587"></glyph.data></g><g transform="matrix(.013,0,0,-0.013,23.18,0)"><path d="M384 0V27C293 34 287 42 287 114V635C232 613 172 594 109 583V559L157 557C201 555 205 550 205 499V114C205 42 199 34 109 27V0H384Z" id="g113-50"></path><glyph.data ascent="3473" descent="-2876" horiz-adv-x="480" vert-adv-y="480"></glyph.data></g></svg>).</div>

Discrete Dynamics in Nature and Society

The Total Return Swap Pricing Model under Fuzzy Random Environments

Figure 2