The generalization of λ-fuzzy measures with application to the fuzzy option

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 4223 LNAI, Issue , 2006, Pages 762-765

  Han, Liyan ^a   Chen, Wenli ^a  

^a BEIHANG UNIVERSITY   (China)

Author keywords

Asset pricing; Fuzzy; Fuzzy measures; Fuzzy options; Heterogeneity

Indexed keywords

DISTRIBUTED COMPUTER SYSTEMS; ECONOMICS; FUNCTIONS; MATHEMATICAL TRANSFORMATIONS; OPTIMIZATION;

ASSET PRICING; FUZZY MEASURES; FUZZY OPTIONS; HETEROGENEITY;

FUZZY SETS;

EID: 33750544659     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/11881599_93     Document Type: Conference Paper

References (9)

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