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| Description
| - The real option valuation is relatively new concept in financial decision-making. There are usually two basic aspects that are studied: contingent claim features (payoff functions) and risk (stochastic process of underlying assets). The stochastic discrete binomial models and continuous Black-Scholes-Meton models are usually applied. However, there is not in several situations in real option methodology application to have at to disposal input data of required quality. Two aspects of input data uncertainty should be distinguished; risk (stochastic) and vagueness (fuzzy). Traditionally, input data are in a form of real (crisp) numbers or crisp-stochastic distribution function. However, in several cases, input data is possible introduce only vaguely, by fuzzy numbers. Therefore, hybrid models, combination of risk and vagueness could be useful approach in real option valuation. Hybrid fuzzy-stochastic binomial model under fuzzy numbers (T-numbers) and Decomposition principle is proposed and described. In
- The real option valuation is relatively new concept in financial decision-making. There are usually two basic aspects that are studied: contingent claim features (payoff functions) and risk (stochastic process of underlying assets). The stochastic discrete binomial models and continuous Black-Scholes-Meton models are usually applied. However, there is not in several situations in real option methodology application to have at to disposal input data of required quality. Two aspects of input data uncertainty should be distinguished; risk (stochastic) and vagueness (fuzzy). Traditionally, input data are in a form of real (crisp) numbers or crisp-stochastic distribution function. However, in several cases, input data is possible introduce only vaguely, by fuzzy numbers. Therefore, hybrid models, combination of risk and vagueness could be useful approach in real option valuation. Hybrid fuzzy-stochastic binomial model under fuzzy numbers (T-numbers) and Decomposition principle is proposed and described. In (en)
- Ocenění reálných opcí je relativně nový koncept ve finančním rozhodování. Obvykle jsou dva aspekty, které jsou studovány: podmíněné nároky (výplatní funkce) a riziko (stochastický proces podkladového aktiva). Obvykle jsou požadovány stochastické nespojité binomické modely a pokračující Black-Scholesovy modely. Nicméně, pro aplikaci metodologie reálných opcí není mnoho situací, kdy máme k dispozici vstupní data požadované kvality. Dva aspekty vstupních dat nejistoty by měly být významné: riziko (stochastické) a neurčitost (fuzzy). Standardní vstupní data jsou v podobě reálných čísel nebo crisp-stochastické distribuční funkce. Nicméně, v některých případech je možné vložit vstupní data jenom neurčitě, pomocí fuzzy čísel. Z tohoto důvodu, hybridní modely, kombinující riziko a nejistotu, mohou být užitečným přístupem v ocenění reálných opcí. Je popsán hybridní fuzzy-stochastický binomický model s fuzzy čísly (T-čísly) a dekompozice principů. Vstupní data jsou v podobě fuzzy čísel a výsledek, možná očeká (cs)
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| Title
| - Soft Binomial American Option Pricing Model (fuzzy - stochastic approach)
- Soft Binomial American Option Pricing Model (fuzzy - stochastic approach) (en)
- Soft binomický model oceňování amerických opcí (fuzzy-stochastický přístup) (cs)
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| skos:prefLabel
| - Soft Binomial American Option Pricing Model (fuzzy - stochastic approach)
- Soft Binomial American Option Pricing Model (fuzzy - stochastic approach) (en)
- Soft binomický model oceňování amerických opcí (fuzzy-stochastický přístup) (cs)
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| skos:notation
| - RIV/61989100:27510/05:00011860!RIV06-GA0-27510___
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| http://linked.open.../vavai/riv/strany
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| http://linked.open...avai/riv/aktivita
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| http://linked.open...avai/riv/aktivity
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| http://linked.open...vai/riv/dodaniDat
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| http://linked.open...aciTvurceVysledku
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| http://linked.open.../riv/druhVysledku
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| http://linked.open...iv/duvernostUdaju
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| http://linked.open...titaPredkladatele
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| http://linked.open...dnocenehoVysledku
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| http://linked.open...ai/riv/idVysledku
| - RIV/61989100:27510/05:00011860
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| http://linked.open...riv/jazykVysledku
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| http://linked.open.../riv/klicovaSlova
| - Real option; Call option; Discrete Binomial Model; Black-Scholes-Merton model; Decision support system; Finance; Fuzzy sets; Pricing; Stochastic processes (en)
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| http://linked.open.../riv/klicoveSlovo
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| http://linked.open...ontrolniKodProRIV
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| http://linked.open...v/mistoKonaniAkce
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| http://linked.open...i/riv/mistoVydani
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| http://linked.open...i/riv/nazevZdroje
| - Global Finance Conference 2005
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| http://linked.open...in/vavai/riv/obor
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| http://linked.open...ichTvurcuVysledku
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| http://linked.open...cetTvurcuVysledku
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| http://linked.open...vavai/riv/projekt
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| http://linked.open...UplatneniVysledku
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| http://linked.open...iv/tvurceVysledku
| - Zmeškal, Zdeněk
- Dluhošová, Dana
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| http://linked.open...vavai/riv/typAkce
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| http://linked.open.../riv/zahajeniAkce
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| number of pages
| |
| http://purl.org/ne...btex#hasPublisher
| |
| https://schema.org/isbn
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| http://localhost/t...ganizacniJednotka
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| is http://linked.open...avai/riv/vysledek
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