MATLAB Code and Dataset for: Market-Consistent Hybrid Fuzzy Binomial Option Pricing Model in Volatile Markets

Published: 12 June 2026| Version 1 | DOI: 10.17632/5vy78pthyf.1
Contributor:
Manisha Keshab

Description

This repository contains the MATLAB code and data used to produce the results in the paper, "Market-Consistent Hybrid Fuzzy Binomial Option Pricing Model in Volatile Markets."

Files

Steps to reproduce

Ensure MATLAB installed (e.g., R2023b or newer) with the Econometrics and Statistics toolboxes. Open one of the main scripts in MATLAB. Click the "Run" button. The script will display a summary of results in the command window and save a detailed .xlsx results file in the same folder.

Institutions

  • University of Mumbai - Kalina Campus
    Maharashtra, Mumbai

Categories

Fuzzy Logic, Computational Finance, Option Pricing Theory

Licence