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Volumn 157, Issue 19, 2006, Pages 2614-2626
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A new evaluation of mean value for fuzzy numbers and its application to American put option under uncertainty
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Author keywords
American put option; Evaluation measures; Fuzzy stochastic process; Mean values; Optimal stopping; Possibility necessity weight, Pessimistic optimistic index, weighting function; Uncertainty modeling
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Indexed keywords
DECISION MAKING;
MATHEMATICAL MODELS;
PARAMETER ESTIMATION;
PROBABILISTIC LOGICS;
PROBLEM SOLVING;
RANDOM NUMBER GENERATION;
RANDOM PROCESSES;
UNCERTAIN SYSTEMS;
EVALUATION MEASURES;
FUZZY STOCHASTIC PROCESS;
MEAN VALUES;
OPTIMAL STOPPING;
UNCERTAINTY MODELING;
FUZZY SETS;
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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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References (20)
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