Research Article
Compound Option Pricing under Fuzzy Environment
Table 2
The numerical result of
and
under the fuzzy environment.
| | | | | | | | | |
| 90 | 5 | 90 | 0.5 | 1 | 0.05 | 0.3 | 82.7509 | 8.9357 | 95 | 5 | 90 | 0.5 | 1 | 0.05 | 0.3 | 82.7509 | 11.9369 | 105 | 5 | 90 | 0.5 | 1 | 0.05 | 0.3 | 82.7509 | 19.0290 | 100 | 4 | 90 | 0.5 | 1 | 0.05 | 0.3 | 80.2813 | 16.1338 | 100 | 4.5 | 90 | 0.5 | 1 | 0.05 | 0.3 | 81.5571 | 15.7219 | 100 | 6 | 90 | 0.5 | 1 | 0.05 | 0.3 | 84.9404 | 14.5412 | 100 | 5 | 80 | 0.5 | 1 | 0.05 | 0.3 | 74.7967 | 21.7981 | 100 | 5 | 85 | 0.5 | 1 | 0.05 | 0.3 | 78.7852 | 18.3814 | 100 | 5 | 95 | 0.5 | 1 | 0.05 | 0.3 | 86.6946 | 12.6250 | 100 | 5 | 90 | 0.25 | 1 | 0.05 | 0.3 | 78.2638 | 14.8803 | 100 | 5 | 90 | 0.55 | 1 | 0.05 | 0.3 | 83.7505 | 15.4312 | 100 | 5 | 90 | 0.75 | 1 | 0.05 | 0.3 | 88.2253 | 15.9460 | 100 | 5 | 90 | 0.5 | 0.75 | 0.05 | 0.3 | 88.2253 | 13.7005 | 100 | 5 | 90 | 0.5 | 1 | 0.05 | 0.3 | 82.7509 | 15.3199 | 100 | 5 | 90 | 0.5 | 1.25 | 0.05 | 0.3 | 78.2638 | 16.9375 | 100 | 5 | 90 | 0.5 | 1 | 0.04 | 0.3 | 83.1077 | 14.7869 | 100 | 5 | 90 | 0.5 | 1 | 0.055 | 0.3 | 82.5732 | 15.5898 | 100 | 5 | 90 | 0.5 | 1 | 0.06 | 0.3 | 82.3959 | 15.8616 | 100 | 5 | 90 | 0.5 | 1 | 0.05 | 0.25 | 85.3576 | 13.7159 | 100 | 5 | 90 | 0.5 | 1 | 0.05 | 0.32 | 81.6798 | 15.9782 | 100 | 5 | 90 | 0.5 | 1 | 0.05 | 0.35 | 80.0567 | 16.9781 |
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