Fuzzy Volatility Effect on Major Projects Timing
We determine the real option value and the optimal launching time of a major project when the project present value follows a stochastic process with fuzzy volatility, and the project has to be delayed until it is deemed financially or economically viable. When the volatility is a crisp value, it is...
Saved in:
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | conferenceObject |
| Published: |
2018
|
| Subjects: | |
| Online Access: | http://hdl.handle.net/10725/10183 http://dx.doi.org/10.1109/FUZZ-IEEE.2018.8491567 http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php https://ieeexplore.ieee.org/abstract/document/8491567 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|