This paper makes a systematic bibliographical analysis of the contributions of fuzzy set
theory (FST) on option pricing to state principal mainstream focuses and exposes the basic …

Fully revised and restructured, Measuring Market Risk, Second Edition includes a new
chapter on options risk management, as well as substantial new information on parametric …

Security countermeasures help ensure the confidentiality, availability, and integrity of
information systems by preventing or mitigating asset losses from Cybersecurity attacks. Due …

A fuzzy number is a normal and convex fuzzy subset of the real line. In this paper, based on
membership function, we redefine the concepts of mean and variance for fuzzy numbers …

The stochastic discrete binomial models and continuous models are usually applied in
option valuation. Valuation of the real American options is solved usually by the numerical …

Since the early 2000s, fuzzy mathematics has fostered a stream of research on the financial
valuation of assets incorporating optionality. This paper makes two contributions to this field …

The approach to modelling uncertainty of the international index portfolio by the value at risk
(VAR) methodology under soft conditions by fuzzy-stochastic methodology is described in …

Abstract Value‐at‐risk (VaR) is a popular measure for quantifying the market risk that a
financial institution faces into a single number. Owing to the complexity of financial markets …

As a comprehensive and flexible risk measure, the lower partial moments (LPM) can be
converted into a wide range of the downside risk measures by modifying its target parameter …

In contrast to identical rationality, non-identical rationality is laid as the basis for option
pricing, realized by a family of non-additive fuzzy measures mathematically, which naturally …