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Stochastically weighted stochastic dominance concepts with an application in capital budgeting.
Jian Hu
Tito Homem-de-Mello
Sanjay Mehrotra
Published in:
Eur. J. Oper. Res. (2014)
Keyphrases
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stochastic dominance
capital budgeting
random variables
fuzzy random variables
industrial engineering
option pricing