[1] Anscombe, F. J., Aumann, R. J.:
A definition of subjective probability. The Annals of Mathematical Statistics 34 (1963), 199–205.
MR 0145561 |
Zbl 0114.07204
[2] Black, F., Scholes, M.:
The pricing of options and corporate liabilities. Journal of Political Economy 81 (1973), 637–659.
Zbl 1092.91524
[3] Borison, A.: Real options analysis: Where are the emperor’s clothes?. Journal of Applied Corporate Finance 17 (2005), 17–31.
[4] Collan, M., Fullér, R., Mezei, J.:
A Fuzzy Pay-Off Method for Real Option Valuation. In: IEEE International Conference on Business Intelligence and Financial Engineering, IEEE, Beijing, PRC, 2009, 165–169.
MR 2530016 |
Zbl 1175.91070
[5] Collan, M., Fullér, R., Mezei, J.:
Fuzzy pay-off method for real option valuation. Journal of Applied Mathematics and Decision Systems 2009, doi: 10.1155/2009/238196 (2009), Article ID 238196, 1–14.
MR 2530016 |
Zbl 1175.91070
[6] Cox, J., Ross, S., Rubinstein, M.:
Option pricing: A simplified approach. Journal of Financial Economics 7 (1979), 229–263.
Zbl 1131.91333
[7] Datar, V., Mathews, S.: European real options: An intuitive algorithm for the black Scholes formula. Journal of Applied Finance 14 (2004), 7–13.
[8] Datar, V., Mathews, S., Johnson, B.: A practical method for valuing real options: The Boeing approach. Journal of Applied Corporate Finance 19 (2007), 95–104.
[9] Dorweiler, P.: A survey on risk credibility in experience rating. Proceedings of the Casualty Actuarial Society 21 (1934), 1–25.
[10] Dubofsky, D. A., Miller, T. W.: Derivatives – Valuation and Risk Management. Oxford University Press, New York, 2003.
[11] Kulatilaka, N., Marcus, A.: Project valuation under uncertainty: When does DCF fail?. Journal of Applied Corporate Finance 5 (1992), 92–100.
[12] Nau, R.:
De Finetti was right: probability does not exist. Theory and Decision 51 (2002), 89–124.
MR 1944461