Compound Option Pricing under Fuzzy Environment

Table 3

The closed interval of 𝛼-level set of 𝐶.

𝛼	Interval for fuzzy price
0.90	[14.9214, 15.6552]
0.91	[14.9566, 15.6171]
0.92	[14.9919, 15.5791]
0.93	[15.0271, 15.5410]
0.94	[15.0624, 15.5029]
0.95	[15.0977, 15.4649]
0.96	[15.1330, 15.4268]
0.97	[15.1683, 15.3887]
0.98	[15.2036, 15.3506]
0.99	[15.2390, 15.3125]