Application of the fuzzy-stochastic metodology to apprising the firm value as European call option
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F01%3A00000735" target="_blank" >RIV/61989100:27510/01:00000735 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Application of the fuzzy-stochastic metodology to apprising the firm value as European call option
Original language description
The valuing of a firm equity as a call option is a crucial problem in financial decision-making. There are two basic aspects that are studied, contingent claim features (payoff functions) and risk (stochastic process of underlying assets). However, non-preciseness (vagueness, uncertainty) of input data is often neglected. Thus, a combination of risk (stochastic) and uncertainty (fuzzy instruments) could be a useful approach in calculating a firm value as a call option.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
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Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2001
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
European Journal of Operational Research
ISSN
0377-2217
e-ISSN
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Volume of the periodical
2
Issue of the periodical within the volume
135
Country of publishing house
US - UNITED STATES
Number of pages
228
Pages from-to
303-310
UT code for WoS article
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EID of the result in the Scopus database
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