Improved real option analysis based on fuzzy random variables

Bo Wang, Shu Ming Wang, Junzo Watada

    研究成果: Conference contribution

    2 引用 (Scopus)

    抜粋

    The objective of this paper is to build a real options model under hybrid uncertain environment of randomness and fuzziness. In order to well describe the real uncertain situation, we utilize fuzzy random variable as a tool to characterize future cash flows, and propose a new real options analysis approach by combing binomial lattice-based model with fuzzy random variable, as named fuzzy random real options analysis (FR-ROA). Then the proposed FR-ROA is applied to an R&D project problem under fuzzy random environment, and the relations of FR-ROA with the classical ROA and the fuzzy ROA are explicitly discussed, respectively.

    元の言語English
    ホスト出版物のタイトルProceedings of the 2009 International Conference on Machine Learning and Cybernetics
    ページ694-699
    ページ数6
    2
    DOI
    出版物ステータスPublished - 2009
    イベント2009 International Conference on Machine Learning and Cybernetics - Baoding
    継続期間: 2009 7 122009 7 15

    Other

    Other2009 International Conference on Machine Learning and Cybernetics
    Baoding
    期間09/7/1209/7/15

    ASJC Scopus subject areas

    • Artificial Intelligence
    • Computer Vision and Pattern Recognition
    • Software
    • Control and Systems Engineering

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  • これを引用

    Wang, B., Wang, S. M., & Watada, J. (2009). Improved real option analysis based on fuzzy random variables. : Proceedings of the 2009 International Conference on Machine Learning and Cybernetics (巻 2, pp. 694-699). [5212448] https://doi.org/10.1109/ICMLC.2009.5212448