A fuzzy approach for R\&D compound option valuation

DOI10.1016/j.fss.2016.10.013zbMath1368.91169OpenAlexW2533251550MaRDI QIDQ2013837

Giovanni Villani, Marta Biancardi

Publication date: 9 August 2017

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.fss.2016.10.013

zbMATH Keywords

real optionfuzzy analysisR\&D project valuation

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Derivative securities (option pricing, hedging, etc.) (91G20) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (1)

Modelling and Computation for the Valuation of Two-Period $R\&D$ Projects by Option Games

Cites Work

• Option price sensitivities through fuzzy numbers
• A new evaluation of mean value for fuzzy numbers and its application to American put option under uncertainty
• A fuzzy approach to R{\&}D project portfolio selection
• A fuzzy pay-off method for real option valuation
• Fuzzy sets as a basis for a theory of possibility
• The three semantics of fuzzy sets
• A fuzzy approach to real option valuation
• Investment and the Valuation of Firms When There is an Option to Shut Down
• Fuzzy random variables

This page was built for publication: A fuzzy approach for R\&D compound option valuation