A Default Risk Model in a Fuzzy Framework

DOI10.1007/978-3-642-14058-7_28zbMath1197.91192OpenAlexW1585905340MaRDI QIDQ3164119

Hiroshi Inoue, Masatoshi Miyake

Publication date: 27 October 2010

Published in: Communications in Computer and Information Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-14058-7_28

zbMATH Keywords

momentsstock pricefuzzy numbersBlack-Scholes-Merton modeldefault risk modeldebt valuetotal market value

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)

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