A new evaluation of mean value for fuzzy numbers and its application to American put option under uncertainty (Q853433)
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scientific article; zbMATH DE number 5073308
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new evaluation of mean value for fuzzy numbers and its application to American put option under uncertainty |
scientific article; zbMATH DE number 5073308 |
Statements
A new evaluation of mean value for fuzzy numbers and its application to American put option under uncertainty (English)
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15 November 2006
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fuzzy stochastic process
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mean values
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evaluation measures
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uncertainty modeling
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American put option
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optimal stopping
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possibility-necessity weight
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pessimistic-optimistic index
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