Thesis Title: Pricing Financial Derivatives with Fuzzy Algebraic Models: A Theoretical and Computational Approach

I.H. Asper School of Business.

Co-supervised with Prof. C.R. Bector, I.H. Asper School of Business.

Papers

*. S. S. Appadoo, R. K. Thulasiram, and C.R. Bector, CAPM Assisted Fuzzy Binomial Lattice Method for Option Pricing, Journal of Applied Finance, Vol.12, 1, pp. 30-43, Jan. 2006.

*. S.S. Appadoo, R. K. Thulasiram, and C.R. Bector, " CAPM Assisted Fuzzy Binomial Lattice Method for Option Princing ", Proc. 2nd Internationl Conference on Business and Finance , Hyderabad, India, Dec. 2004, Vol.IV, pp.78-94.

*. S.S. Appadoo, R. K. Thulasiram, C.R. Bector and A. Thavaneswaran, " Fuzzy Algebraic Approach to Option Princing - A Fundamental Investigation ", Proceedings (CD-RoM) of the 32nd Annual Administrative Sciences Association of Canada (ASAC) Conference , June 5-8, 2004 Quebec City, Quebec, Canada.
If you need a copy of any of the above papers please send a mail to Ruppa Thulasiram