Application of the fuzzy-stochastic methodolgy to appraising the firm value as a European call option
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Cites work
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- Fuzziness and randomness in an optimization framework
- Fuzzy sets
- Fuzzy sets and systems. Theory and applications
- scientific article; zbMATH DE number 4081235 (Why is no real title available?)
- scientific article; zbMATH DE number 1250597 (Why is no real title available?)
- scientific article; zbMATH DE number 1055921 (Why is no real title available?)
- scientific article; zbMATH DE number 1869203 (Why is no real title available?)
- Linear programming with fuzzy random variable coefficients
- Quantitative methods for portfolio analysis. MTV model approach
- The pricing of options and corporate liabilities
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- Value at risk methodology under soft conditions approach (fuzzy-stochastic approach)
- Option-game approach to analyze technology innovation investment under fuzzy environment
- Possibilistic fuzzy pay-off method for real option valuation with application to research and development investment analysis
- Optimal valuation of retailer equity financing based on gambling agreements in centralized supply chain
- Measuring interest rate risk with embedded option using HPL-MC method in fuzzy and stochastic environment
- On fuzzy type-1 and type-2 stochastic ordinary and partial differential equations and numerical solution
- Fuzzy optimization of option pricing model and its application in land expropriation
- On theoretical pricing of options with fuzzy estimators
- The total return swap pricing model under fuzzy random environments
- Option valuation model with adaptive fuzzy numbers
- A discrete-time American put option model with fuzziness of stock prices
- Fuzzy stochastic linear programming: survey and future research directions
- Flexible planning in an incomplete market
- Option price sensitivities through fuzzy numbers
- On some optimisation models in a fuzzy-stochastic environment
- Using fuzzy sets theory and Black-Scholes formula to generate pricing boundaries of European options
- Generalised soft binomial American real option pricing model (fuzzy-stochastic approach)
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