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Volumn , Issue , 2009, Pages 165-169

A fuzzy pay-off method for real option valuation

Author keywords

Fuzzy numbers; Fuzzy real options; Real option valuation

Indexed keywords

FUZZY NUMBERS; FUZZY REAL OPTIONS; REAL OPTION VALUATION; REAL OPTIONS; TRAPEZOIDAL FUZZY NUMBERS;

EID: 71049128310     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/BIFE.2009.47     Document Type: Conference Paper
Times cited : (11)

References (16)
  • 1
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    • (1973) Journal of Political Economy , vol.81 , pp. 637-659
    • Black, F.1    Scholes, M.2
  • 2
    • 0000605667 scopus 로고
    • Options: A Monte Carlo Approach
    • Boyle, P., Options: A Monte Carlo Approach. Journal of Financial Economics. 4(1977) 323-338.
    • (1977) Journal of Financial Economics , vol.4 , pp. 323-338
    • Boyle, P.1
  • 3
    • 0035885520 scopus 로고    scopus 로고
    • On possibilistic mean value and variance of fuzzy numbers
    • Carlsson, C. & Fullér, R., On possibilistic mean value and variance of fuzzy numbers. Fuzzy Sets and Systems, 122 (2001) 315-326.
    • (2001) Fuzzy Sets and Systems , vol.122 , pp. 315-326
    • Carlsson, C.1    Fullér, R.2
  • 4
    • 0141792903 scopus 로고    scopus 로고
    • A Fuzzy Approach to Real Option Valuation
    • Carlsson, C. & Fullér, R., A Fuzzy Approach to Real Option Valuation. Fuzzy Sets and Systems, 139 (2003) 297-312.
    • (2003) Fuzzy Sets and Systems , vol.139 , pp. 297-312
    • Carlsson, C.1    Fullér, R.2
  • 6
    • 71049136442 scopus 로고    scopus 로고
    • Fuzzy Real Option Analysis for IT Investment in Nuclear Power Station
    • Paper presented at the
    • Chen, T., Zhang, J., Lin, S., & Yu, B., Fuzzy Real Option Analysis for IT Investment in Nuclear Power Station. Paper presented at the ICCS 2007.
    • (2007) ICCS
    • Chen, T.1    Zhang, J.2    Lin, S.3    Yu, B.4
  • 10
    • 55349096852 scopus 로고    scopus 로고
    • An Intuitive Algorithm for the Black Scholes Formula
    • European Real Options
    • Datar, V. & Mathews, S., European Real Options: An Intuitive Algorithm for the Black Scholes Formula. Journal of Applied Finance, 14(2004).
    • (2004) Journal of Applied Finance , vol.14
    • Datar, V.1    Mathews, S.2
  • 11
    • 68349098375 scopus 로고    scopus 로고
    • A Practical Method for Valuing Real Options: The Boeing Approach
    • Datar, V. & Mathews, S., A Practical Method for Valuing Real Options: The Boeing Approach. Journal of Applied Corporate Finance, 19(2007) 95-104.
    • (2007) Journal of Applied Corporate Finance , vol.19 , pp. 95-104
    • Datar, V.1    Mathews, S.2
  • 14
    • 55749090206 scopus 로고    scopus 로고
    • Fuzzy Multiattribute Evaluation of R&D Projects Using a Real Options Valuation Model
    • Tolga, C. & Kahraman, C., Fuzzy Multiattribute Evaluation of R&D Projects Using a Real Options Valuation Model. International Journal of Intelligent Systems, 23 (2008) 1153-1176.
    • (2008) International Journal of Intelligent Systems , vol.23 , pp. 1153-1176
    • Tolga, C.1    Kahraman, C.2
  • 15
    • 0037448779 scopus 로고    scopus 로고
    • The valuation of European options in uncertain environment
    • Yoshida, Y., The valuation of European options in uncertain environment. European Journal of Operational Research, 145(2003) 221-229.
    • (2003) European Journal of Operational Research , vol.145 , pp. 221-229
    • Yoshida, Y.1
  • 16
    • 34248666540 scopus 로고    scopus 로고
    • Zadeh, L. A., Fuzzy Sets. Information and Control, 8(1965) 338-353.
    • Zadeh, L. A., Fuzzy Sets. Information and Control, 8(1965) 338-353.


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.