About: Generalised soft binomial American real option pricing model (fuzzy-stochastic approach)

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	The stochastic discrete binomial models and continuous models are usually applied in option valuation. Valuation of the real American options is solved usually by the numerical procedures. Therefore, binomial model is suitable approach for appraising the options of American type. However, there is not in several situations especially in real option methodology application 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. Therefore, hybrid models, combination of risk and vagueness could be useful approach in option valuation. Generalised hybrid fuzzy-stochastic binomial American real option model under fuzzy numbers (Tnumbers) and Decomposition principle is proposed and described. The stochastic discrete binomial models and continuous models are usually applied in option valuation. Valuation of the real American options is solved usually by the numerical procedures. Therefore, binomial model is suitable approach for appraising the options of American type. However, there is not in several situations especially in real option methodology application 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. Therefore, hybrid models, combination of risk and vagueness could be useful approach in option valuation. Generalised hybrid fuzzy-stochastic binomial American real option model under fuzzy numbers (Tnumbers) and Decomposition principle is proposed and described. (en)
Title	Generalised soft binomial American real option pricing model (fuzzy-stochastic approach) Generalised soft binomial American real option pricing model (fuzzy-stochastic approach) (en)
skos:prefLabel	Generalised soft binomial American real option pricing model (fuzzy-stochastic approach) Generalised soft binomial American real option pricing model (fuzzy-stochastic approach) (en)
skos:notation	RIV/61989100:27510/10:86076448!RIV11-GA0-27510___
http://linked.open...avai/riv/aktivita	P
http://linked.open...avai/riv/aktivity	P(GA402/08/1234)
http://linked.open...iv/cisloPeriodika	207
http://linked.open...vai/riv/dodaniDat	2011
http://linked.open...aciTvurceVysledku	Zmeškal, Zdeněk
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Vysoká škola báňská - Technická univerzita Ostrava / Ekonomická fakulta
http://linked.open...dnocenehoVysledku	260329
http://linked.open...ai/riv/idVysledku	RIV/61989100:27510/10:86076448
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Finance, Pricing, Investment analysis, Fuzzy sets, Real options, Binomial model (en)
http://linked.open.../riv/klicoveSlovo	Finance Real options Investment analysis Fuzzy sets Pricing Binomial model
http://linked.open...odStatuVydavatele	NL - Nizozemsko
http://linked.open...ontrolniKodProRIV	[C845C2C5E113]
http://linked.open...i/riv/nazevZdroje	European Journal of Operational Research
http://linked.open...in/vavai/riv/obor	AH
http://linked.open...ichTvurcuVysledku	1 (xsd:int)
http://linked.open...cetTvurcuVysledku	1 (xsd:int)
http://linked.open...vavai/riv/projekt	Analysis and forecasting of companies and sectors financial performance under flexibility
http://linked.open...UplatneniVysledku	2010
http://linked.open...v/svazekPeriodika	2010
http://linked.open...iv/tvurceVysledku	Zmeškal, Zdeněk
http://linked.open...ain/vavai/riv/wos	000281107200051
issn	0377-2217
number of pages	8 (xsd:int)
http://localhost/t...ganizacniJednotka	27510
is http://linked.open...avai/riv/vysledek of	Generalised soft binomial American real option pricing model (fuzzy-stochastic approach) Generalised soft binomial American real option pricing model (fuzzy-stochastic approach) Generalised soft binomial American real option pricing model (fuzzy-stochastic approach)

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