Soft Bond Game Options Valuation in Discrete Time Using a Fuzzy-Stochastic Approach.
Zdenek ZmeskalDana DluhosováPetr GurnýHaochen GuoPublished in: Int. J. Fuzzy Syst. (2022)
Keyphrases
- option pricing
- markov processes
- fuzzy sets
- computer games
- fuzzy logic
- payoff functions
- game theory
- video games
- real option
- membership functions
- optimal control problems
- fuzzy rules
- game playing
- fuzzy systems
- game play
- markov chain
- game theoretic
- soft computing
- monte carlo
- virtual world
- fuzzy neural network
- game design
- serious games
- fuzzy numbers
- fuzzy clustering
- finite state
- group decision making
- digital games
- stochastic programming
- nash equilibrium