Add to ORKGA discrete-time mathematical model for American put option with uncertainty is pre-sented, and the randomness and fuzziness are evaluated by both probabilistic expectation and λ-weighted possibilistic mean values. 2. Fuzzy stochastic processe
The main purpose of this research is developing methods and models of decision-making to assess the ...
AbstractIn this paper, we introduce the definitions of the possibilistic mean, variance and covarian...
In this paper, we introduce the definitions of the possibilistic mean, variance and covariance of mu...
The stochastic discrete binomial models and continuous models are usually applied in option valuatio...
Stochastic volatility models for option pricing are suitable to explain many empirical stylized fact...
none4In this paper we show that the so called fuzzy--stochastic approach in financial models is an e...
none3noThe present study analyzes the extra insights that option pricing models may achieve when unc...
The present study analyzes the extra insights that option pricing models may achieve when uncertaint...
The aim f this paper is to price an American style option when there is uncertainty on the underlyin...
The present study analyzes the extra insights that option pricing models may achieve when uncertain...
Bond game options are complex financial instruments that include the aspects of the risk (stochastic...
The aim of this paper is to price an American style option when there is uncertainty on the volatili...
Uncertainty and vagueness play a central role in nan- cial models and fuzzy numbers can be a protab...
The main purpose of this research is developing methods and models of decision-making to assess the ...
AbstractIn this paper, we introduce the definitions of the possibilistic mean, variance and covarian...
In this paper, we introduce the definitions of the possibilistic mean, variance and covariance of mu...
The stochastic discrete binomial models and continuous models are usually applied in option valuatio...
Stochastic volatility models for option pricing are suitable to explain many empirical stylized fact...
none4In this paper we show that the so called fuzzy--stochastic approach in financial models is an e...
none3noThe present study analyzes the extra insights that option pricing models may achieve when unc...
The present study analyzes the extra insights that option pricing models may achieve when uncertaint...
The aim f this paper is to price an American style option when there is uncertainty on the underlyin...
The present study analyzes the extra insights that option pricing models may achieve when uncertain...
Bond game options are complex financial instruments that include the aspects of the risk (stochastic...
The aim of this paper is to price an American style option when there is uncertainty on the volatili...
Uncertainty and vagueness play a central role in nan- cial models and fuzzy numbers can be a protab...
The main purpose of this research is developing methods and models of decision-making to assess the ...
AbstractIn this paper, we introduce the definitions of the possibilistic mean, variance and covarian...
In this paper, we introduce the definitions of the possibilistic mean, variance and covariance of mu...