[HTML][HTML] A systematic review of the interactions of fuzzy set theory and option pricing

J de Andrés-Sánchez - Expert Systems with Applications, 2023 - Elsevier
This paper makes a systematic bibliographical analysis of the contributions of fuzzy set
theory (FST) on option pricing to state principal mainstream focuses and exposes the basic …

[HTML][HTML] Life settlement pricing with fuzzy parameters

J de Andrés-Sánchez, LGV Puchades - Applied Soft Computing, 2023 - Elsevier
Existing literature asserts that the growth of life settlement (LS) markets, where they exist, is
hampered by limited policyholder participation and suggests that to foster this growth …

Project investment decision making with fuzzy information: A literature review of methodologies based on taxonomy

MG Dong, SY Li - Journal of Intelligent & Fuzzy Systems, 2016 - content.iospress.com
Project investment decision making with fuzzy information (PIDMFI) has been investigated in
a lot of literature. The aim of this paper is to discover the features, state of the art …

Spherical fuzzy present worth analysis method for emergency hospital investment analysis

E Boltürk, S Seker - IEEE Transactions on Engineering …, 2022 - ieeexplore.ieee.org
As a subject of engineering economics, investment analysis plays an important role and use
analysis techniques in the solution process. Present worth analysis, return of investment …

Interval type-2 fuzzy capital budgeting

I Ucal Sari, C Kahraman - International Journal of Fuzzy Systems, 2015 - Springer
Discounted cash flows methods are very popular in justifying investments. Uncertainty in
investment parameters always exists and is inevitable. The fuzzy set theory is capable to …

Pricing European options with triangular fuzzy parameters: assessing alternative triangular approximations in the Spanish stock option market

J de Andrés-Sánchez - International journal of fuzzy systems, 2018 - Springer
The aim of this paper is contributing from a practical and empirical perspective to option
pricing under fuzziness. When we evaluate Black–Scholes option pricing formula with …

[HTML][HTML] Pricing Life Contingencies Linked to Impaired Life Expectancies Using Intuitionistic Fuzzy Parameters

J Andrés-Sánchez - Risks, 2024 - mdpi.com
Several life contingency agreements are based on the assumption that policyholders have
impaired life expectancy attributable to factors, such as lifestyle, social class, or preexisting …

A practical R&D selection model using fuzzy pay-off method

F Hassanzadeh, M Collan, M Modarres - The International Journal of …, 2012 - Springer
The aim of this paper is to develop a practical R&D portfolio selection model that addresses
effective R&D project valuation issue, while it tackles R&D uncertainty in portfolio …

Fuzzy sets theory and applications in engineering economy

E Boltürk - Journal of Intelligent & Fuzzy Systems, 2022 - content.iospress.com
Engineering economics is an essential issue in investments and can be quietly difficult to
make decisions especially in indefinite, vague and incomplete environments because of …

Decision making for energy investments by using neutrosophic present worth analysis with interval-valued parameters

S Aydın, C Kahraman, M Kabak - Engineering Applications of Artificial …, 2020 - Elsevier
Due to the increasing energy consumption of the world, new alternative energy sources are
needed. The alternative energy resources can be classified into three categories such as …