Application of the fuzzy-stochastic metodology to apprising the firm value as European call option

Kód výsledku v 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>
Výsledek na webu
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DOI - Digital Object Identifier
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Jazyk výsledku
angličtina
Název v původním jazyce
Application of the fuzzy-stochastic metodology to apprising the firm value as European call option
Popis výsledku v původním jazyce
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.
Název v anglickém jazyce
Application of the fuzzy-stochastic metodology to apprising the firm value as European call option
Popis výsledku anglicky
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.

Druh
J<sub>x</sub> - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
CEP obor
AH - Ekonomie
OECD FORD obor
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Rok uplatnění
2001
Kód důvěrnosti údajů
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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