Journal of Applied Mathematics / 2013 / Article / Tab 1

Research Article

Pricing Currency Option Based on the Extension Principle and Defuzzification via Weighting Parameter Identification

Table 1

Fuzzy EUR/USD currency option price.

-level set of this paper -level set of paper [16, 18]WPM Market price

0.0 00.02787
0.1 1 0.027589
0.2 2 0.02745
0.3 3 0.027312
0.4 4 0.027174
0.5 5 0.027036 0.0274
0.6 6 0.0269
0.7 7 0.026763
0.8 8 0.026628
0.9 9 0.026492
1.0 10 0.026358