Add to ORKGThe aim f this paper is to price an American style option when there is uncertainty on the underlying asset volatility
Considering the uncertainty of a financial market includes two aspects: risk and vagueness; in this ...
This study focuses on the optimal investment timing using real options valuation with fuzzy logic ap...
The main motivation in using fuzzy numbers in finance stays in the need of modeling uncertainty and ...
The aim f this paper is to price an American style option when there is uncertainty on the underlyin...
The aim of this paper is to price an American style option when there is uncertainty on the volatili...
AbstractThe aim of this paper is to price an American option in a multiperiod binomial model, when t...
The aim of this paper is to price an American option in a multiperiod binomial model,when there is u...
AbstractA binary option is a type of option where the payout is either fixed after the underlying st...
The stochastic discrete binomial models and continuous models are usually applied in option valuatio...
AbstractIn this paper we present an application of a new method of constructing fuzzy estimators for...
Tese de mestrado em Matemática Financeira, apresentada à Universidade de Lisboa, através da Faculdad...
none4In this paper we show that the so called fuzzy--stochastic approach in financial models is an e...
The present study analyzes the extra insights that option pricing models may achieve when uncertain...
This paper sets up a one period model for pricing an option with a fuzzy payoff. The option is writt...
membership function. Option pricing is a tool that investors often use for the purpose of arbitrage ...
Considering the uncertainty of a financial market includes two aspects: risk and vagueness; in this ...
This study focuses on the optimal investment timing using real options valuation with fuzzy logic ap...
The main motivation in using fuzzy numbers in finance stays in the need of modeling uncertainty and ...
The aim f this paper is to price an American style option when there is uncertainty on the underlyin...
The aim of this paper is to price an American style option when there is uncertainty on the volatili...
AbstractThe aim of this paper is to price an American option in a multiperiod binomial model, when t...
The aim of this paper is to price an American option in a multiperiod binomial model,when there is u...
AbstractA binary option is a type of option where the payout is either fixed after the underlying st...
The stochastic discrete binomial models and continuous models are usually applied in option valuatio...
AbstractIn this paper we present an application of a new method of constructing fuzzy estimators for...
Tese de mestrado em Matemática Financeira, apresentada à Universidade de Lisboa, através da Faculdad...
none4In this paper we show that the so called fuzzy--stochastic approach in financial models is an e...
The present study analyzes the extra insights that option pricing models may achieve when uncertain...
This paper sets up a one period model for pricing an option with a fuzzy payoff. The option is writt...
membership function. Option pricing is a tool that investors often use for the purpose of arbitrage ...
Considering the uncertainty of a financial market includes two aspects: risk and vagueness; in this ...
This study focuses on the optimal investment timing using real options valuation with fuzzy logic ap...
The main motivation in using fuzzy numbers in finance stays in the need of modeling uncertainty and ...