PROPERTIES OF STOCK OPTION PRICES USING A MARTINGALE APPROACH IN AN AMBIGUOUS SETTING
Abstract
Information pertaining to financial investments may not always be exact or accurate. In such situations, fuzzy environments produced better effective results. This study examines the stock price behaviour to forecast the erratic price movements in the volatile financial market. This would support investors in their analysis of the stocks that they purchase and help them to make an intelligent choice.
Fields of Study & Subjects
Stochastic processes and financial applications
Fuzzy Systems and Optimization
Financial Markets and Investment Strategies
Publication details
- Journal / source
- Global and Stochastic Analysis
- Volume
- 13
- Issue
- 01
- Pages
- 35–48
- Publication date
- 1 January 2026