Generalised soft binomial American real option pricing model (fuzzy-stochastic approach)

European Journal of Operational Research

Volumn 207, Issue 2, 2010, Pages 1096-1103

  Zmeskal, Zdenk ^a  

^a VSB TECHNICAL UNIVERSITY OF OSTRAVA   (Czech Republic)

Author keywords

Binomial model; Finance; Fuzzy sets; Investment analysis; Pricing; Real options

Indexed keywords

AMERICAN OPTIONS; ASSET PRICES; BINOMIAL MODEL; BINOMIAL MODELS; CONTINUOUS MODELS; FUZZY NUMBERS; HYBRID MODEL; ILLUSTRATIVE EXAMPLES; INPUT DATAS; INVESTMENT ANALYSIS; NUMERICAL PROCEDURES; OPTION VALUATION; OPTION VALUE; REAL OPTION MODELS; REAL OPTION PRICING; REAL OPTIONS; RISK-FREE RATE; STOCHASTIC APPROACH; STOCHASTIC DISTRIBUTION;

COSTS; DISTRIBUTION FUNCTIONS; ECONOMICS; FUZZY RULES; FUZZY SETS; INPUT OUTPUT PROGRAMS; INVESTMENTS; RISK ASSESSMENT; STOCHASTIC SYSTEMS;

STOCHASTIC MODELS;

EID: 77955559490     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2010.05.045     Document Type: Article

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