Generalised soft binomial American real option pricing model (fuzzy-stochastic approach).
Zdenek ZmeskalPublished in: Eur. J. Oper. Res. (2010)
Keyphrases
- pricing model
- real option
- stochastic process
- decision makers
- life cycle
- fuzzy logic
- fuzzy sets
- decision making
- option pricing
- bi level
- fuzzy numbers
- natural gas
- power plant
- dynamic pricing
- stochastic processes
- data mining
- group decision making
- stochastic model
- empirical analysis
- state dependent
- neural network
- monte carlo
- supply chain
- probability distribution
- artificial intelligence