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

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  • Zmeskal, Zdenek

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  • Zmeskal, Zdenek, 2001. "Application of the fuzzy-stochastic methodology to appraising the firm value as a European call option," European Journal of Operational Research, Elsevier, vol. 135(2), pages 303-310, December.
    • Handle: RePEc:eee:ejores:v:135:y:2001:i:2:p:303-310
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    References listed on IDEAS

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    1. Black, Fischer & Scholes, Myron S, 1973. "The Pricing of Options and Corporate Liabilities," Journal of Political Economy, University of Chicago Press, vol. 81(3), pages 637-654, May-June.
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    Cited by:

    1. Collan, Mikael, 2008. "New Method for Real Option Valuation Using Fuzzy Numbers," Working Papers 466, IAMSR, Åbo Akademi.
    2. Luhandjula, M.K. & Joubert, J.W., 2010. "On some optimisation models in a fuzzy-stochastic environment," European Journal of Operational Research, Elsevier, vol. 207(3), pages 1433-1441, December.
    3. 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, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2007.
    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.
    5. Zmeskal, Zdenek, 2010. "Generalised soft binomial American real option pricing model (fuzzy-stochastic approach)," European Journal of Operational Research, Elsevier, vol. 207(2), pages 1096-1103, December.
    6. Zdenìk Zmeškal, 2008. "Application of the American Real Flexible Switch Options Methodology A Generalized Approach," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 58(05-06), pages 261-275, August.
    7. Maria Letizia Guerra & Laerte Sorini & Luciano Stefanini, 2013. "Value function computation in fuzzy models by differential evolution," Working Papers 1311, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2013.
    8. Zmeskal, Zdenek, 2005. "Value at risk methodology under soft conditions approach (fuzzy-stochastic approach)," European Journal of Operational Research, Elsevier, vol. 161(2), pages 337-347, March.
    9. Collan, Mikael, 2004. "Giga-Investments: Modelling the Valuation of Very Large Industrial Real Investments," MPRA Paper 4328, University Library of Munich, Germany.
    10. Wu, Desheng Dash & Zhang, Yidong & Wu, Dexiang & Olson, David L., 2010. "Fuzzy multi-objective programming for supplier selection and risk modeling: A possibility approach," European Journal of Operational Research, Elsevier, vol. 200(3), pages 774-787, February.
    11. C-T Tsao, 2006. "A fuzzy MCDM approach for stock selection," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 57(11), pages 1341-1352, November.
    12. Prelipcean Gabriela & Boscoianu Mircea & Lupan Mariana, 2009. "New Aspects Regarding The Evaluation Of Investments In Critical Infrastructure," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 2(1), pages 522-527, May.
    13. Collan, Mikael & Fullér, Robert & József, Mezei, 2008. "A Fuzzy Pay-off Method for Real Option Valuation," MPRA Paper 13601, University Library of Munich, Germany.
    14. Li, Jun & Xu, Jiuping, 2009. "A novel portfolio selection model in a hybrid uncertain environment," Omega, Elsevier, vol. 37(2), pages 439-449, April.
    15. Maria Letizia Guerra & Laerte Sorini & Luciano Stefanini, 2015. "Option prices by differential evolution," Working Papers 1511, University of Urbino Carlo Bo, Department of Economics, Society & Politics - Scientific Committee - L. Stefanini & G. Travaglini, revised 2015.
    16. A. O. Baranov & E. I. Muzyko & V. N. Pavlov, 2023. "Development of a Methodology for Analyzing the Effectiveness of Venture Capital Investment Based on Option and Fuzzy-Sets Approaches," Studies on Russian Economic Development, Springer, vol. 34(5), pages 565-572, October.
    17. Zmeskal, Zdenek, 2005. "Value at risk methodology of international index portfolio under soft conditions (fuzzy-stochastic approach)," International Review of Financial Analysis, Elsevier, vol. 14(2), pages 263-275.

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