Option price sensitivities through fuzzy numbers.
Maria Letizia GuerraLaerte SoriniLuciano StefaniniPublished in: Comput. Math. Appl. (2011)
Keyphrases
- fuzzy numbers
- fuzzy sets
- multicriteria decision making
- multi attribute decision making
- multi criteria
- fuzzy set theory
- fault tree analysis
- group decision making
- real numbers
- pairwise comparison
- option pricing
- arithmetic operations
- intuitionistic fuzzy
- sensitivity analysis
- belief functions
- score function
- multi criteria decision making
- computer aided
- real option
- fuzzy linear programming
- linguistic variables
- ideal solution
- interval valued
- aggregation functions
- fuzzy information
- real time
- decision support system
- feature extraction
- data mining