Application of gray systems and fuzzy sets in combination with real options theory in project portfolio management
From MaRDI portal
Publication:1637742
DOI10.1007/s13369-014-1155-yzbMath1390.90603OpenAlexW2049686625MaRDI QIDQ1637742
Abdollah Arasteh, Alireza Aliahmadi, Mohammad Mohammadpour Omran
Publication date: 11 June 2018
Published in: Arabian Journal for Science and Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13369-014-1155-y
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The solution of fuzzy linear systems by nonlinear programming: a financial application
- A multiperiod binomial model for pricing options in a vague world
- Generalised soft binomial American real option pricing model (fuzzy-stochastic approach)
- Fuzzy capital rationing model
- A fuzzy pay-off method for real option valuation
- The R \& D project selection problem with fuzzy coefficients
- Control problems of grey systems
- Fuzzy sets as a basis for a theory of possibility
- A theory of possibility distributions
- A discrete-time model of American put option in an uncertain environment.
- A minimax portfolio selection strategy with equilibrium
- On the relationship between some extensions of fuzzy set theory
- Value at risk methodology under soft conditions approach (fuzzy-stochastic approach)
- Possibilistic linear programming: A brief review of fuzzy mathematical programming and a comparison with stochastic programming in portfolio selection problem
- Fuzzy capital budgeting
- A discrete-time American put option model with fuzziness of stock prices
- Multiobjective credibilistic portfolio selection model with fuzzy chance-constraints
- A zero-one model for project portfolio selection and scheduling
- A Generalized Fuzzy Optimization Framework for R&D Project Selection Using Real Options Valuation
- Grey Fuzzy Multi-Objective Optimization
- Rough sets
- Type 2 Fuzzy Sets: An Appraisal of Theory and Applications
- Fuzzy sets
- Application of the fuzzy-stochastic methodolgy to appraising the firm value as a European call option
This page was built for publication: Application of gray systems and fuzzy sets in combination with real options theory in project portfolio management
