Generalised soft binomial American real option pricing model (fuzzy-stochastic approach)
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Publication:992724
DOI10.1016/j.ejor.2010.05.045zbMath1206.91084OpenAlexW2062835833MaRDI QIDQ992724
Publication date: 9 September 2010
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2010.05.045
Related Items (12)
Application of gray systems and fuzzy sets in combination with real options theory in project portfolio management ⋮ Nonparametric predictive inference for American option pricing based on the binomial tree model ⋮ Multi-period multi-criteria (MPMC) valuation of American options based on entropy optimization principles ⋮ Sensitivity of option prices via fuzzy Malliavin calculus ⋮ Individual antecedents of real options appraisal: the role of national culture and ambiguity ⋮ Real options in operations research: a review ⋮ Evaluating corporate bonds with complicated liability structures and bond provisions ⋮ Possibilistic fuzzy pay-off method for real option valuation with application to research and development investment analysis ⋮ General lattice methods for arithmetic Asian options ⋮ Choquet-based European option pricing with stochastic (and fixed) strikes ⋮ On fuzzy type-1 and type-2 stochastic ordinary and partial differential equations and numerical solution ⋮ Fuzzy stochastic differential equations of decreasing fuzziness: Non-Lipschitz coefficients
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