A fuzzy pay-off method for real option valuation
From MaRDI portal
Publication:1040024
DOI10.1155/2009/238196zbMath1175.91070WikidataQ21342792 ScholiaQ21342792MaRDI QIDQ1040024
Publication date: 23 November 2009
Published in: Journal of Applied Mathematics and Decision Sciences (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/226092
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Cites Work
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- The fuzzy mathematics of finance
- The valuation of European options in uncertain environment
- Fuzzy multiattribute evaluation of R&D projects using a real options valuation model
- Option pricing: A simplified approach
- Fuzzy sets
- Decision-Making in a Fuzzy Environment
- On possibilistic mean value and variance of fuzzy numbers
- Application of the fuzzy-stochastic methodolgy to appraising the firm value as a European call option