Title
Determination of Real Options Value by Monte Carlo Simulation and Fuzzy Numbers
Abstract
During the last few years, there has been an increasing interest in using heuristic search algorithms based on natural selection (the so-called "evolutionary algorithms") for solving a wide variety of problems. As in any other discipline, research on ...
Year
DOI
Venue
2005
10.1109/ICHIS.2005.35
HIS
Keywords
Field
DocType
monte carlo methods,stochastic process,investment,stochastic processes,monte carlo simulation,fuzzy set theory,fuzzy number,operations research
Mathematical optimization,Monte Carlo method,Monte Carlo methods for option pricing,Computer science,Datar–Mathews method for real option valuation,Quasi-Monte Carlo method,Fuzzy set,Stochastic modelling,Fuzzy number,Monte Carlo molecular modeling
Conference
ISBN
Citations 
PageRank 
0-7695-2457-5
1
0.34
References 
Authors
4
3
Name
Order
Citations
PageRank
Juan G. Lazo Lazo113.05
Marley B. R. Vellasco228047.47
Marco Aurelio C. Pacheco3122.91