Article ID Journal Published Year Pages File Type
5083893 International Review of Economics & Finance 2012 14 Pages PDF
Abstract
►We propose a fuzzy stochastic option model to invest in an irreversible investment. ►We provide reasonable ranges of option value to either invest or delay investment. ►The fuzzy option values of pessimistic investors are narrower to optimistic ones.
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Authors
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