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Credibilistic Approach to the Fuzzy Pay-Off Method for Real Option Analysis

Mikael Collan, Robert Fullér, József Mezei, Credibilistic Approach to the Fuzzy Pay-Off Method for Real Option Analysis. Journal of Applied Operational Research 4(4), 174–182, 2012.

Abstract:

Real option valuation is a way to model the value of choices and potential to support decision-making with regards to
investments. This paper extends the fuzzy pay-off method for real option valuation by using credibility measures and most
importantly the credibilistic expected value. The enhancements are illustrated with a numerical case.

BibTeX entry:

@ARTICLE{jCoFuMe12a,
  title = {Credibilistic Approach to the Fuzzy Pay-Off Method for Real Option Analysis},
  author = {Collan, Mikael and Fullér, Robert and Mezei, József},
  journal = {Journal of Applied Operational Research},
  volume = {4},
  number = {4},
  pages = {174–182},
  year = {2012},
}

Belongs to TUCS Research Unit(s): Institute for Advanced Management Systems Research (IAMSR)

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