Option pricing models for fuzzy decision making in financial engineering

IEEE International Conference on Fuzzy Systems

Volumn 2, Issue , 2001, Pages 960-963

  Yoshida, Yuji ^a  

^a UNIVERSITY OF KITAKYUSHU   (Japan)

Author keywords

[No Author keywords available]

Indexed keywords

AMERICAN PUT OPTION; FINANCIAL ENGINEERING; FUZZY DECISION MAKING;

DECISION MAKING; DYNAMIC PROGRAMMING; FINANCE; MATHEMATICAL MODELS; MEMBERSHIP FUNCTIONS; RANDOM PROCESSES; THEOREM PROVING;

FUZZY SETS;

EID: 0036346520     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (14)

1. Decision-making in a fuzzy environment
2. Markov-type fuzzy decision processes with a discounted reward on a closed interval
3. Fuzzy random variables
4. Theory of fuzzy integrals and its applications
5. An optimal stopping problem in dynamic fuzzy systems with fuzzy rewards
6. Fuzzy decision processes with expected fuzzy rewards
7. A time-average fuzzy reward criterion in fuzzy decision processes
8. The valuation of American put option in uncertain environment
9. Fuzzy sets