Generalised soft multi-mode real options model (fuzzy-stochastic approach)

作者：

Highlights：

• Developing the Generalised Fuzzy-Stochastic Multi-mode Real Options Model.

• Valuating assets and real options under fuzzy-stochastic environment.

• Decision-making and optimal control for given aspiration level.

• Implementing the optimal control under fuzzy-stochastic environment.

摘要

•Developing the Generalised Fuzzy-Stochastic Multi-mode Real Options Model.•Valuating assets and real options under fuzzy-stochastic environment.•Decision-making and optimal control for given aspiration level.•Implementing the optimal control under fuzzy-stochastic environment.

论文关键词：Finance,Pricing,Fuzzy sets,Real options,Multi-mode options

论文评审过程：Received 3 March 2020, Revised 5 November 2021, Accepted 7 December 2021, Available online 18 December 2021, Version of Record 23 December 2021.

论文官网地址：https://doi.org/10.1016/j.eswa.2021.116388