A systematic review of the interactions of fuzzy set theory and option pricing
Author:
Funder
Universitat Rovira i Virgili
Publisher
Elsevier BV
Subject
Artificial Intelligence,Computer Science Applications,General Engineering
Reference200 articles.
1. An Adaptive Neuro-Based Fuzzy Inference System (ANFIS) for the Prediction of Option Price: The Case of the Australian Option Market;Abdollahi;International Journal of Applied Metaheuristic Computing,2020
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3. New definitions of mean value and variance of fuzzy numbers: An application to the pricing of life insurance policies and real options;Anzilli;International Journal of Approximate Reasoning,2017
4. Real R&D options under fuzzy uncertainty in market share and revealed information;Anzilli;Fuzzy Sets and Systems,2021
5. Cooperative R&D investment decisions: A fuzzy real option approach;Anzilli;Fuzzy Sets and Systems,2022
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