Solving parametric fuzzy systems of linear equations by a nonlinear programming method
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Volume (Year): 29 (2007)
Issue (Month): 2 (March)
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- Muzzioli, Silvia & Reynaerts, Huguette, 2007. "The solution of fuzzy linear systems by non-linear programming: a financial application," European Journal of Operational Research, Elsevier, vol. 177(2), pages 1218-1231, March.
- Muzzioli, Silvia & Torricelli, Costanza, 2004. "A multiperiod binomial model for pricing options in a vague world," Journal of Economic Dynamics and Control, Elsevier, vol. 28(5), pages 861-887, February.
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