Modelling the sequential real options under uncertainty and vagueness (fuzzy-stochastic approach)

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27510%2F12%3A86084702" target="_blank" >RIV/61989100:27510/12:86084702 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Modelling the sequential real options under uncertainty and vagueness (fuzzy-stochastic approach)
Original language description
The basic intention of the paper is to propose and verigy the sequential real options model under vagueness conditions. the sequential real options are specific real option type. Sequential options are special type of generalised switch option. The sequential problems could be decomposed and solved as several subsequent stages. And subsequent value is underlying asset of the computed stage. Therefore, the sequential option model is compound options on the stages values. The input data uncertainty and vagueness in a form of fuzzy-stochastic distrribution function is considered. Sequential fuzzy-stochastic model is proposed. Illustrative example is presented.
Czech name
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Czech description
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Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of 30th International Conference Mathematical Methods in Economics : 11-13 September 2012, Karviná, Czech Republic
ISBN
978-80-7248-779-0
ISSN
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e-ISSN
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Number of pages
6
Pages from-to
1027-1032
Publisher name
Slezská univerzita v Opavě
Place of publication
Opava
Event location
Karviná
Event date
Sep 11, 2012
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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