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Volumn 157, Issue 19, 2006, Pages 2614-2626

A new evaluation of mean value for fuzzy numbers and its application to American put option under uncertainty

Author keywords

American put option; Evaluation measures; Fuzzy stochastic process; Mean values; Optimal stopping; Possibility necessity weight, Pessimistic optimistic index, weighting function; Uncertainty modeling

Indexed keywords

DECISION MAKING; MATHEMATICAL MODELS; PARAMETER ESTIMATION; PROBABILISTIC LOGICS; PROBLEM SOLVING; RANDOM NUMBER GENERATION; RANDOM PROCESSES; UNCERTAIN SYSTEMS;

EID: 33748051438     PISSN: 01650114     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.fss.2003.11.022     Document Type: Article
Times cited : (84)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.