Possibilistic fuzzy pay-off method for real option valuation with application to research and development investment analysis
From MaRDI portal
Publication:2035365
DOI10.1016/j.fss.2020.06.012zbMath1464.91075OpenAlexW3043139845MaRDI QIDQ2035365
Pasi Luukka, Mikael Collan, Jan Stoklasa
Publication date: 24 June 2021
Published in: Fuzzy Sets and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.fss.2020.06.012
Related Items (3)
On the relationship between possibilistic and standard moments of fuzzy numbers ⋮ Possibilistic mean based defuzzification for fuzzy expert systems and fuzzy control -- LSD for general fuzzy sets ⋮ Generalized dissemblance index as a difference of first moments of fuzzy numbers -- a new perspective on the distance of fuzzy numbers
Cites Work
- New fuzzy insurance pricing method for giga-investment project insurance
- Generalised soft binomial American real option pricing model (fuzzy-stochastic approach)
- A fuzzy pay-off method for real option valuation
- Fuzzy pay-off method for real options: the center of gravity approach with application in oilfield abandonment
- Transformations between the center of gravity and the possibilistic mean for triangular and trapezoidal fuzzy numbers
- Application of Fuzzy Theory to Binomial Option Pricing Model
- 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
This page was built for publication: Possibilistic fuzzy pay-off method for real option valuation with application to research and development investment analysis
