메뉴 건너뛰기




Volumn 2009, Issue , 2009, Pages

A fuzzy pay-off method for real option valuation

Author keywords

[No Author keywords available]

Indexed keywords


EID: 68349101481     PISSN: 11739126     EISSN: 15327612     Source Type: Journal    
DOI: 10.1155/2009/238196     Document Type: Article
Times cited : (111)

References (23)
  • 1
    • 0000281418 scopus 로고
    • "Irreversibility, uncertainty, and investment"
    • R. Pindyck, "Irreversibility, uncertainty, and investment," Journal of Economic Literature, vol. 29, no. 3, pp. 1110-1148, 1991.
    • (1991) Journal of Economic Literature , vol.29 , Issue.3 , pp. 1110-1148
    • Pindyck, R.1
  • 2
    • 85015692260 scopus 로고
    • "The pricing of options and corporate liabilities"
    • F. Black and M. Scholes, "The pricing of options and corporate liabilities," Journal of Political Economy, vol. 81, no. 3, pp. 637-659, 1973.
    • (1973) Journal of Political Economy , vol.81 , Issue.3 , pp. 637-659
    • Black, F.1    Scholes, M.2
  • 4
    • 0000605667 scopus 로고
    • "Options: A Monte Carlo approach"
    • P. P. Boyle, "Options: A Monte Carlo approach," Journal of Financial Economics, vol. 4, no. 3, pp. 323-338, 1977.
    • (1977) Journal of Financial Economics , vol.4 , Issue.3 , pp. 323-338
    • Boyle, P.P.1
  • 5
    • 68349098375 scopus 로고    scopus 로고
    • "A practical method for valuing real options: The boeing approach"
    • V. Datar and S. Mathews, "A practical method for valuing real options: The boeing approach," Journal of Applied Corporate Finance, vol. 19, no. 2, pp. 95-104, 2007.
    • (2007) Journal of Applied Corporate Finance , vol.19 , Issue.2 , pp. 95-104
    • Datar, V.1    Mathews, S.2
  • 6
    • 68349109380 scopus 로고    scopus 로고
    • "Business engineering: A practical approach to valuing high-risk, high return projects using real options"
    • in P. Gray, Ed., Informs, Hanover, Md, USA
    • S. Mathews and J. Salmon, "Business engineering: A practical approach to valuing high-risk, high return projects using real options," in Tutorials in Operations Research, P. Gray, Ed., Informs, Hanover, Md, USA, 2007.
    • (2007) Tutorials in Operations Research
    • Mathews, S.1    Salmon, J.2
  • 7
    • 55349096852 scopus 로고    scopus 로고
    • "European real options: An intuitive algorithm for the black scholes formula"
    • V. Datar and S. Mathews, "European real options: An intuitive algorithm for the black scholes formula," Journal of Applied Finance, vol. 14, no. 1, pp. 45-51, 2004.
    • (2004) Journal of Applied Finance , vol.14 , Issue.1 , pp. 45-51
    • Datar, V.1    Mathews, S.2
  • 9
    • 0342501022 scopus 로고    scopus 로고
    • "A methodology and model for qualitative business planning"
    • M. Tarrazo, "A methodology and model for qualitative business planning," International Journal of Business Research, vol. 3, no. 1, pp. 41-62, 1997.
    • (1997) International Journal of Business Research , vol.3 , Issue.1 , pp. 41-62
    • Tarrazo, M.1
  • 10
    • 38249028497 scopus 로고
    • "Fuzzy mathematical models in economics"
    • C. Ponsard, "Fuzzy mathematical models in economics," Fuzzy Sets and Systems, vol. 28, no. 3, pp. 273-283, 1988.
    • (1988) Fuzzy Sets and Systems , vol.28 , Issue.3 , pp. 273-283
    • Ponsard, C.1
  • 12
    • 0346636333 scopus 로고
    • "Decision-making in a fuzzy environment"
    • R. E. Bellman and L. A. Zadeh, "Decision-making in a fuzzy environment," Management Science, vol. 17, pp. B141-B164, 1970.
    • (1970) Management Science , vol.17
    • Bellman, R.E.1    Zadeh, L.A.2
  • 13
    • 0035885520 scopus 로고    scopus 로고
    • "On possibilistic mean value and variance of fuzzy numbers"
    • C. Carlsson and R. Fullër, "On possibilistic mean value and variance of fuzzy numbers," Fuzzy Sets and Systems, vol. 122, no. 2, pp. 315-326, 2001.
    • (2001) Fuzzy Sets and Systems , vol.122 , Issue.2 , pp. 315-326
    • Carlsson, C.1    Fullër, R.2
  • 14
    • 0001514927 scopus 로고
    • "The fuzzy mathematics of finance"
    • J. J. Buckley, "The fuzzy mathematics of finance," Fuzzy Sets and Systems, vol. 21, no. 3, pp. 257-273, 1987.
    • (1987) Fuzzy Sets and Systems , vol.21 , Issue.3 , pp. 257-273
    • Buckley, J.J.1
  • 15
    • 0142176821 scopus 로고    scopus 로고
    • "A model for pricing an option with a fuzzy payoff"
    • S. Muzzioli and C. Torricelli, "A model for pricing an option with a fuzzy payoff," Fuzzy Economics Review, vol. 6, no. 1, pp. 49-62, 2000.
    • (2000) Fuzzy Economics Review , vol.6 , Issue.1 , pp. 49-62
    • Muzzioli, S.1    Torricelli, C.2
  • 16
    • 0037448779 scopus 로고    scopus 로고
    • "The valuation of European options in uncertain environment"
    • Y. Yoshida, "The valuation of European options in uncertain environment," European Journal of Operational Research, vol. 145, no. 1, pp. 221-229, 2003.
    • (2003) European Journal of Operational Research , vol.145 , Issue.1 , pp. 221-229
    • Yoshida, Y.1
  • 17
    • 0035546595 scopus 로고    scopus 로고
    • "Application of the fuzzy-stochastic methodology to appraising the firm value as a European call option"
    • Z. Zmeškal, "Application of the fuzzy-stochastic methodology to appraising the firm value as a European call option," European Journal of Operational Research, vol. 135, no. 2, pp. 303-310, 2001.
    • (2001) European Journal of Operational Research , vol.135 , Issue.2 , pp. 303-310
    • Zmeškal, Z.1
  • 18
    • 0141792903 scopus 로고    scopus 로고
    • "A fuzzy approach to real option valuation"
    • C. Carlsson and R. Fullër, "A fuzzy approach to real option valuation," Fuzzy Sets and Systems, vol. 139, no. 2, pp. 297-312, 2003.
    • (2003) Fuzzy Sets and Systems , vol.139 , Issue.2 , pp. 297-312
    • Carlsson, C.1    Fullër, R.2
  • 19
    • 32844459008 scopus 로고    scopus 로고
    • "Fuzzy black and scholes real options pricing"
    • M. Collan, C. Carlsson, and P. Majlender, "Fuzzy black and scholes real options pricing," Journal of Decision Systems, vol. 12, no. 3-4, pp. 391-416, 2003.
    • (2003) Journal of Decision Systems , vol.12 , Issue.3-4 , pp. 391-416
    • Collan, M.1    Carlsson, C.2    Majlender, P.3
  • 22
    • 55749090206 scopus 로고    scopus 로고
    • "Fuzzy multiattribute evaluation of R&D projects using a real options valuation model"
    • C. Tolga and C. Kahraman, "Fuzzy multiattribute evaluation of R&D projects using a real options valuation model," International Journal of Intelligent Systems, vol. 23, no. 11, pp. 1153-1176, 2008.
    • (2008) International Journal of Intelligent Systems , vol.23 , Issue.11 , pp. 1153-1176
    • Tolga, C.1    Kahraman, C.2
  • 23
    • 68349113516 scopus 로고    scopus 로고
    • Giga-investments: Modelling the valuation of very large industrial real investments
    • Ph.D. thesis, Turku Centre for Computer Science, Turku, Finland
    • M. Collan, Giga-investments: Modelling the valuation of very large industrial real investments, Ph.D. thesis, Turku Centre for Computer Science, Turku, Finland, 2004.
    • (2004)
    • Collan, M.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.