Title of article
A new evaluation of mean value for fuzzy numbers and its application to American put option under uncertainty
Author/Authors
Yuji Yoshida، نويسنده , , Masami Yasuda، نويسنده , , Jun-ichi Nakagami، نويسنده , , Masami Kurano، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
13
From page
2614
To page
2626
Keywords
Evaluation measures , Uncertainty modeling , American put option , optimal stopping , Possibility–necessity weight , Pessimistic–optimistic index , Fuzzy stochastic process , Mean values , -weighting function
Journal title
FUZZY SETS AND SYSTEMS
Serial Year
2006
Journal title
FUZZY SETS AND SYSTEMS
Record number
163821
Link To Document