Pricing and hedging in a single period market with random interval valued assets.
Surong YouPublished in: Int. J. Approx. Reason. (2013)
Keyphrases
- financial markets
- interval valued
- single period
- real valued
- fuzzy sets
- inventory models
- stock price
- convertible bonds
- group decision making
- stock market
- partially ordered
- option pricing
- representation scheme
- aggregation operators
- capacity expansion
- risk management
- single product
- pricing model
- control system
- partial order
- finite horizon
- rough sets
- probabilistic model
- dynamic programming