Possibilistic moment generating functions

DOI10.1016/J.AML.2010.11.027MaRDI QIDQ628254zbMATHOpenAlexFDO

Authors A. Paseka, S. S. Appadoo, A. Thavaneswaran

Publication date 10 March 2011

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.aml.2010.11.027

zbMATH Keywords

fuzzy numbersweighted possibilistic moment generating functionsweighted possibilistic moments

Mathematics Subject Classification ID

Theory of fuzzy sets, etc. (03E72) Fuzzy sets and logic (in connection with information, communication, or circuits theory) (94D05) Fuzzy real analysis (26E50)

Recommendations

• Possibilistic moment generating functions of fuzzy numbers with GARCH applications
• The possibilistic moments of fuzzy numbers and their applications
• On the relationship between possibilistic and standard moments of fuzzy numbers
• Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing
• Possibilistic characterization of \((m, n)\)-trapezoidal fuzzy numbers with applications

Cites work

• Many valued topology and its applications
• On possibilistic mean value and variance of fuzzy numbers
• The possibilistic moments of fuzzy numbers and their applications
• Trapezoidal approximations of fuzzy numbers -- revisited
• Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing

Cited in

(6)

• The possibilistic moments of fuzzy numbers and their applications
• On the relationship between possibilistic and standard moments of fuzzy numbers
• Corporate investment appraisal with possibilistic CAPM
• Possibilistic moment generating functions of fuzzy numbers with GARCH applications
• Possibilistic fuzzy net present value model and application
• Multidimensional possibilistic risk aversion

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