The fuzzy mathematics of finance
From MaRDI portal
Publication:1819690
DOI10.1016/0165-0114(87)90128-XzbMath0613.90017MaRDI QIDQ1819690
Publication date: 1987
Published in: Fuzzy Sets and Systems (Search for Journal in Brave)
Related Items (65)
Interval and fuzzy average internal rate of return for investment appraisal ⋮ ECONOMIC APPLICATIONS OF FUZZY SUBSET THEORY AND FUZZY LOGIC: A BRIEF SURVEY ⋮ Evaluation and analysis of investment alternatives with different economic lives using fuzzy logic ⋮ Solutions of fuzzy equations based on Kaucher arithmetic and AE-solution sets ⋮ On the fuzzy difference equations of finance ⋮ On constructing expert Betas for single-index model ⋮ The revised algorithms of fuzzy variance and an application to portfolio selection ⋮ Fuzziness and randomness in investment project risk appraisal ⋮ Generalized and extended fuzzy sets with applications ⋮ Fuzzy formulation of the Lee-Carter model for mortality forecasting ⋮ The total return swap pricing model under fuzzy random environments ⋮ On the algebra of interactive fuzzy numbers ⋮ A fuzzy approach to R{\&}D project portfolio selection ⋮ New definitions of mean value and variance of fuzzy numbers: an application to the pricing of life insurance policies and real options ⋮ Modeling global market entry decision by fuzzy logic with an application to country risk assessment ⋮ Pricing of minimum guarantees in life insurance contracts with fuzzy volatility ⋮ Using fuzzy random variables in life annuities pricing ⋮ Estimating a term structure of interest rates for fuzzy financial pricing by using fuzzy regression methods. ⋮ Towards a general setting for the fuzzy mathematics of finance ⋮ Estimating a fuzzy term structure of interest rates using fuzzy regression techniques. ⋮ On some characterizations of preinvex fuzzy mappings ⋮ Possibilistic fuzzy net present value model and application ⋮ Unnamed Item ⋮ Fuzzy interval methods in investment risk appraisal. ⋮ Optimization with Fuzzy Present Worth Analysis and Applications ⋮ Fuzzy Equivalent Annual-Worth Analysis and Applications ⋮ Fuzzy Rate of Return Analysis and Applications ⋮ On the Fuzzy Internal Rate of Return ⋮ Fuzzy Benefit/Cost Analysis and Applications ⋮ Fuzzy Replacement Analysis ⋮ Effects of Inflation under Fuzziness and Some Applications ⋮ Engineering economic analyses using intuitionistic and hesitant fuzzy sets ⋮ Application of possibility theory to investment decisions ⋮ Detecting fuzzy relationships in regression models: the case of insurer solvency surveillance in Germany ⋮ Unnamed Item ⋮ Using Fuzzy Set Theory to Analyse Investments and Select Portfolios of Tangible Investments in Uncertain Environments ⋮ Fuzzy capital budgeting ⋮ SOME COMPUTATIONAL RESULTS FOR THE FUZZY RANDOM VALUE OF LIFE ACTUARIAL LIABILITIES ⋮ An inquiry into approximate operations on fuzzy numbers ⋮ The valuation of life contingencies: a symmetrical triangular fuzzy approximation ⋮ Fuzzy Financial Pricing of Property-Liability Insurance ⋮ Solving fuzzy equations in economics and finance ⋮ Fuzzy net present values for capital investments in an uncertain environment ⋮ Fuzzy evaluation of cogeneration alternatives in a petrochemical industry ⋮ Fuzzy financial profitability analyses of demand side management alternatives from participant perspective ⋮ Measuring flexibility of computer integrated manufacturing systems using fuzzy cash flow analysis ⋮ Fuzzy logic in insurance ⋮ Option price sensitivities through fuzzy numbers ⋮ Optimal profit for fuzzy demand in the fuzzy sense ⋮ Fuzziness in valuing financial instruments by certainty equivalents. ⋮ OFN Capital Budgeting Under Uncertainty and Risk ⋮ Different optimum notions for fuzzy functions and optimality conditions associated ⋮ Fuzzy capital rationing model ⋮ A new method for solving interval and fuzzy equations: linear case ⋮ Solving linear and quadratic fuzzy equations ⋮ Fuzzy Regression Analysis: An Actuarial Perspective ⋮ A fuzzy multi-criteria decision approach for software development strategy selection ⋮ A fuzzy pay-off method for real option valuation ⋮ Option pricing and the Greeks under Gaussian fuzzy environments ⋮ On characterizations of directional derivatives and subdifferentials of fuzzy functions ⋮ Using Yager's t-norms for aggregation of fuzzy intervals ⋮ On a fuzzy cash flow model with insurance applications ⋮ Capital budgeting techniques using discounted fuzzy versus probabilistic cash flows ⋮ Solving fuzzy equations ⋮ Difference, distance and similarity as a basis for fuzzy decision support based on prototypical decision classes
Cites Work
This page was built for publication: The fuzzy mathematics of finance
