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  • 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.
  • 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. (en)
Title
  • Modelling the sequential real options under uncertainty and vagueness (fuzzy-stochastic approach)
  • Modelling the sequential real options under uncertainty and vagueness (fuzzy-stochastic approach) (en)
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  • Modelling the sequential real options under uncertainty and vagueness (fuzzy-stochastic approach)
  • Modelling the sequential real options under uncertainty and vagueness (fuzzy-stochastic approach) (en)
skos:notation
  • RIV/61989100:27510/12:86084702!RIV13-MSM-27510___
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  • I
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  • 151159
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  • RIV/61989100:27510/12:86084702
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  • Real options, Switch option, Discrete Binomial Model, Stochasti Dynamic Programming, Sensitivity analysis, Fuzzy-stochastic model, Fuzzy number (en)
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  • [E8AD84A0F636]
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  • Karviná
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  • Opava
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  • Proceedings of 30th International Conference Mathematical Methods in Economics : 11-13 September 2012, Karviná, Czech Republic
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  • Zmeškal, Zdeněk
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number of pages
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  • Slezská univerzita v Opavě
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  • 978-80-7248-779-0
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  • 27510
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