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Application of the fuzzy-stochastic methodology to appraising the firm value as a European call option

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Author Info
Zmeskal, Zdenek
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File URL: http://www.sciencedirect.com/science/article/B6VCT-43Y9S9Y-6/2/4227b438feb45d5a20dcd26639eeba09
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Article provided by Elsevier in its journal European Journal of Operational Research.

Volume (Year): 135 (2001)
Issue (Month): 2 (December)
Pages: 303-310
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Handle: RePEc:eee:ejores:v:135:y:2001:i:2:p:303-310

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  1. Collan, Mikael, 2008. "New Method for Real Option Valuation Using Fuzzy Numbers," Working Papers 466, IAMSR, Åbo Akademi. [Downloadable!]
  2. Maria Letizia Guerra & Laerte Sorini & Luciano Stefanini, 2007. "Interval LU-fuzzy arithmetic in the Black and Scholes option pricing," Working Papers 0704, University of Urbino Carlo Bo, Department of Economics, revised 2007. [Downloadable!]
  3. Collan, Mikael & Fullér, Robert & József, Mezei, 2008. "A Fuzzy Pay-off Method for Real Option Valuation," MPRA Paper 13601, University Library of Munich, Germany. [Downloadable!]
  4. Collan, Mikael, 2004. "Fuzzy Real Investment Valuation Model for Giga-Investments, and a Note on Giga-Investment Lifecycle and Valuation," MPRA Paper 4329, University Library of Munich, Germany. [Downloadable!]
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