Application of the fuzzy-stochastic methodolgy to appraising the firm value as a European call option
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Publication:5952447
DOI10.1016/S0377-2217(01)00042-XzbMath0999.91044MaRDI QIDQ5952447
Publication date: 5 December 2002
Published in: European Journal of Operational Research (Search for Journal in Brave)
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Cites Work
- The Pricing of Options and Corporate Liabilities
- Fuzziness and randomness in an optimization framework
- Fuzzy sets and systems. Theory and applications
- Combining fuzzy imprecision with probabilistic uncertainty in decision making
- Linear programming with fuzzy random variable coefficients
- Quantitative methods for portfolio analysis. MTV model approach
- Fuzzy sets
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