A discrete-time American put option model with fuzziness of stock prices (Q2481229): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s10700-005-1889-9 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1975208772 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On possibilistic mean value and variance of fuzzy numbers / rank
 
Normal rank
Property / cites work
 
Property / cites work: A fuzzy approach to real option valuation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ranking and defuzzification methods based on area compensation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Elementary fuzzy calculus / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy random variables - I. Definitions and theorems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy random variables - II. Algorithms and examples for the discrete case / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy random variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzziness in valuing financial instruments by certainty equivalents. / rank
 
Normal rank
Property / cites work
 
Property / cites work: The theory of fuzzy stochastic processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal stopping problems in a stochastic and fuzzy system / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4407410 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The valuation of European options in uncertain environment / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy sets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Application of the fuzzy-stochastic methodolgy to appraising the firm value as a European call option / rank
 
Normal rank

Latest revision as of 20:00, 27 June 2024

scientific article
Language Label Description Also known as
English
A discrete-time American put option model with fuzziness of stock prices
scientific article

    Statements

    A discrete-time American put option model with fuzziness of stock prices (English)
    0 references
    0 references
    9 April 2008
    0 references
    decision making with uncertainty
    0 references
    American put option
    0 references
    fuzzy stochastic process
    0 references
    optimal stopping
    0 references
    fuzzy measures
    0 references
    \(\lambda\)-weighting functions
    0 references
    financial engineering
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references