Incorporating uncertainty in financial models

zbMATH Open1262.91161MaRDI QIDQ4918964FDOQ4918964

Authors: Maria Letizia Guerra, Laerte Sorini 

Publication date: 7 May 2013

Full work available at URL: http://www.m-hikari.com/ams/ams-2012/ams-73-76-2012/index.html

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zbMATH Keywords

fuzzy numbersparametric representationcapital budgetingoptions pricing

Mathematics Subject Classification ID

Financial applications of other theories (91G80)

Cited In (4)

• Interval and fuzzy average internal rate of return for investment appraisal
• Stochastic differential equations with imprecisely defined parameters in market analysis
• Value at risk methodology under soft conditions approach (fuzzy-stochastic approach)
• Title not available (Why is that?)

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