Pricing options in a fuzzy environment

Table Page 2 .. 1 },Iembership and Credibility distributions of relevant fuzzy variables 3 .. 1 Payoff functions at maturity to the holder of a European call and put option.4 .. 1 },Iembership functions for symmetrical fuzzy variables. . . . . . . . . ... 4 .. 2 (Formulas) Average chance distribution for a normal random variable with fuzzy mean and known variance. . . . . . . . . . . . . . . . . . . . ... 4 .. 3 (Plots ) Average chance distribution for a normal random variable with a symmetrical fuzzy mean and known variance. . . . . . . 4 ..4 Entropy and variance of relevant fuzzy variables . . . . . . 4 .. 5 (Plots) Volatility skews for the fuzzy drift parameter model.5 .. 1 (Formulas ) Average chance density for a normal random variable with fuzzy mean and known variance. . . . . . . . . . . . . . . . . . . . . . . ... 5 .. 2 (Formulas) Average chance distribution for a normal random variable with fuzzy mean and known variance.6 .. 1 Bank accepted bill rates . . . . . . . . . .6 .. 2 Optimal parameters for weekly calibration 6 .. 3 Error of call prices at different maturities.6 .