A fuzzy pay-off method for real option valuation

DOI10.1155/2009/238196zbMath1175.91070OpenAlexW2146491775WikidataQ21342792 ScholiaQ21342792MaRDI QIDQ1040024

J. Blot

Publication date: 23 November 2009

Published in: Journal of Applied Mathematics and Decision Sciences (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/226092

Mathematics Subject Classification ID

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Cites Work

• The Pricing of Options and Corporate Liabilities
• Fuzzy mathematical models in economics
• A fuzzy approach to real option valuation
• The fuzzy mathematics of finance
• The valuation of European options in uncertain environment
• Fuzzy multiattribute evaluation of R&D projects using a real options valuation model
• Option pricing: A simplified approach
• Fuzzy sets
• Decision-Making in a Fuzzy Environment
• On possibilistic mean value and variance of fuzzy numbers
• Application of the fuzzy-stochastic methodolgy to appraising the firm value as a European call option

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