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The authors use the set of propositions of some previous papers to define a fuzzy version of the Black-Scholes value where the risk free instantaneous interest intensity, the volatility and the initial stock price are fuzzy numbers whose parameters are built with statistical financial data. With their Black-Scholes fuzzy numbers they define indexes of performance varing in time. As an example, with data of the Italian Stock Exchange onMIB30, they see that in 2004 and 2006 their indexes are negative, that is, they are indexes of the refuse to invest and this refuse increased.
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