A FUZZY REAL OPTION VALUATION APPROACH TO CAPITAL BUDGETING UNDER UNCERTAINTY ENVIRONMENT

DOI10.1142/S0219622010004056zbMath1231.91279OpenAlexW2101270173MaRDI QIDQ3161559

Cheng-Few Lee, Shin-Yun Wang

Publication date: 15 October 2010

Published in: International Journal of Information Technology & Decision Making (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219622010004056

zbMATH Keywords

uncertaintyfuzzy numbersreal optioncapital budgetingfuzzy real option valuation

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38) Corporate finance (dividends, real options, etc.) (91G50)

Related Items (1)

On Mean Value and Variance of Interval-Valued Fuzzy Numbers

Cites Work

• The Pricing of Options and Corporate Liabilities
• Fuzzy linear programming problems with fuzzy numbers
• A fuzzy approach to real option valuation
• Probability measures of fuzzy events
• A CONSENSUS MODEL FOR GROUP DECISION MAKING PROBLEMS WITH UNBALANCED FUZZY LINGUISTIC INFORMATION
• TWO-PHASE INTERACTIVE SATISFYING METHOD OF FUZZY MULTIPLE OBJECTIVE OPTIMIZATION WITH LINGUISTIC PREFERENCE
• MINING SIMPLIFIED FUZZY IF-THEN RULES FOR PATTERN CLASSIFICATION
• FUZZY GROUP DECISION MAKING MODEL BASED ON CREDIBILITY THEORY AND GRAY RELATIVE DEGREE
• Fuzzy sets
• Decision-Making in a Fuzzy Environment

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