The solution of fuzzy linear systems by nonlinear programming: a financial application
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Publication:856312
DOI10.1016/j.ejor.2005.10.055zbMath1111.90105OpenAlexW2090303591MaRDI QIDQ856312
Huguette Reynaerts, Silvia Muzzioli
Publication date: 7 December 2006
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2005.10.055
Related Items (16)
Application of gray systems and fuzzy sets in combination with real options theory in project portfolio management ⋮ American option pricing with imprecise risk-neutral probabilities ⋮ Solving parametric fuzzy systems of linear equations by a nonlinear programming method ⋮ Solution of the fully fuzzy linear systems using the decomposition procedure ⋮ Fuzzy LR linear systems: quadratic and least squares models to characterize exact solutions and an algorithm to compute approximate solutions ⋮ Interval linear systems as a necessary step in fuzzy linear systems ⋮ New solutions of LR fuzzy linear systems using ranking functions and ABS algorithms ⋮ Analyzing the solution of a system of fuzzy linear equations by a fuzzy distance ⋮ Perturbation analysis of fuzzy linear systems ⋮ Pricing of minimum guarantees in life insurance contracts with fuzzy volatility ⋮ A soft multi-criteria decision analysis model with application to the European Union enlargement ⋮ Non-probabilistic uncertain static responses of imprecisely defined structures with fuzzy parameters ⋮ BOUNDED LINEAR PROGRAMS WITH TRAPEZOIDAL FUZZY NUMBERS ⋮ Generalised soft binomial American real option pricing model (fuzzy-stochastic approach) ⋮ Solutions of fuzzy LR algebraic linear systems using linear programs ⋮ New approach to solve fully fuzzy system of linear equations using single and double parametric form of fuzzy numbers
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- The Pricing of Options and Corporate Liabilities
- Derived eigenvalues of symmetric matrices, with applications to distance geometry
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- Fuzzy sets and systems. Theory and applications
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- Fuzzy sets as a basis for a theory of possibility
- On the pricing of contingent claims under constraints
- Fuzzy linear systems of the form \(A_{1}x+b_{1}=A_{2}x+b_{2}\)
- Option pricing: A simplified approach
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