Recent Developments in Fuzzy Sets Approach in Option Pricing
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Bibliographic record
Abstract
Recently there has been growing interest in fuzzy option pricing. Carlsson and Fuller [1] were the first to study the fuzzy real options and Thavaneswaran et al. [2] demonstrated the superiority of the fuzzy forecasts and then derived the membership function for the European call price by fuzzifying the interest rate, volatility and the initial value of the stock price. In this paper, we discuss recent developments in fuzzy option pricing based on Black-Scholes models. Fuzzy coefficient Black-Scholes partial differential equations (PDE) are derived. Membership function of the call price is given. The asset-or-nothing option by fuzzifying the maturity value of the stock price using adaptive fuzzy numbers is also discussed in some detail.
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Full frame distilled prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.
Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.001 | 0.001 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.000 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it