The Valuation of Real Options in a Hybrid Environment

The aim of this paper is to present the possibilities and purposefulness of the application of fuzzy set theory to the valuation of real options. Owing to temporal fluctuations in the market, some input parameters in a model of a real option cannot always be expressed in a precise sense. Therefore,...

Full description

Bibliographic Details
Main Author: Bogdan Rębiasz
Format: Article
Language:English
Published: Wrocław University of Science and Technology 2019-01-01
Series:Operations Research and Decisions
Online Access:http://orduser.pwr.wroc.pl/DownloadFile.aspx?aid=1344