Fuzzy Real Options for Risky Project Evaluation Using Least Squares Monte-Carlo Simulation.
Qian WangD. Marc KilgourKeith W. HipelPublished in: IEEE Syst. J. (2011)
Keyphrases
- monte carlo simulation
- least squares
- real option
- monte carlo
- markov chain
- fuzzy sets
- pricing model
- fuzzy logic
- additive model
- decision makers
- case study
- stochastic process
- computational intelligence
- search algorithm
- parameter estimation
- soft computing
- evaluation method
- decision making
- artificial intelligence
- option pricing
- data mining
- neural network