Determination of Real Options Value by Monte Carlo Simulation and Fuzzy Numbers.
Juan G. Lazo LazoMarley M. B. R. VellascoMarco Aurélio Cavalcanti PachecoPublished in: HIS (2005)
Keyphrases
- monte carlo simulation
- fuzzy numbers
- real option
- black scholes
- option pricing
- monte carlo
- decision makers
- markov chain
- fuzzy sets
- life cycle
- multi criteria
- decision making
- multi attribute decision making
- fault tree analysis
- real numbers
- multicriteria decision making
- stochastic process
- score function
- power plant
- triangular fuzzy numbers
- fuzzy logic
- bayesian networks
- real world