A discrete-time model of American put option in an uncertain environment

Article Abstract:

A discrete-time mathematical model for American put option with uncertainty is presented. The randomness and fuzziness are evaluated by both probabilistic expectation and fuzzy expectation defined by a possibility measure from the viewpoint of fuzzy expectations, taking account of decision-maker's subjective judgment.

Stochastic processes, Optimal stopping (Mathematical statistics)

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Simulation of fuzzy multiattribute models for grey relationships

Article Abstract:

A study uses fuzzy analysis to examine multiple attributes involved in decision making. Monte Carlo simulation is applied in the study.

Multiple criteria decision making, Analysis, Simulated annealing (Mathematics)

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A new fuzzy multi-objective programming: Entropy based geometric programming and its application of transportation problems

Article Abstract:

Solution for a multi-objective entropy transportation problem is derived using fuzzy mathematical programming.

Management dynamics, Transportation, Management, Tests, problems and exercises, Company business management, Entropy (Information theory)

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