A technical note on "A fuzzy set approach for R&D portfolio selection using a real options valuation model" by Wang and Hwang (2007)

Omega

Volumn 39, Issue 4, 2011, Pages 464-465

  Hassanzadeh, Farhad ^a   Collan, Mikael ^b   Modarres, Mohammad ^a  

^a SHARIF UNIVERSITY OF TECHNOLOGY   (Iran)

^b Institute for Advanced Management Systems Research   (Finland)

Author keywords

Fuzzy sets; Management of science technology; Optimization; Portfolio selection

Indexed keywords

CORRECTIVE MEASURES; CRITICAL ISSUES; MANAGEMENT OF SCIENCE/TECHNOLOGY; OPTIMISATIONS; PORTFOLIO SELECTION; REAL OPTIONS VALUATIONS; SCIENCE TECHNOLOGIES; SETS APPROACH; TECHNICAL NOTES; VALUATION MODEL;

FUZZY SETS;

EID: 78649877858     PISSN: 03050483     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.omega.2010.10.001     Document Type: Article

References (6)

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2. Driouchia T., Leseureb M., Bennettc D. A robustness framework for monitoring real options under uncertainty. Omega 2009, 37:698-710.
3. Wang J., Hwang W.-L. A fuzzy set approach for R&D portfolio selection using a real options valuation model. Omega 2007, 35:247-257.
4. Carlsson C., Fullér R. A fuzzy approach to real option valuation. Fuzzy Sets and Systems 2003, 139:297-312.
5. Geske R. The valuation of compound options. Journal of Financial Economics 1979, 7(1):63-81.
6. Collan M., Fullér R., Mezei J. A fuzzy pay-off method for real option valuation. Journal of Applied Mathematics and Decision Sciences 2009, Article ID 238196. 10.1155/2009/238196.