Fuzzy Calculus for Finance

[1]  Baoding Liu,et al.  Uncertainty Theory - A Branch of Mathematics for Modeling Human Uncertainty , 2011, Studies in Computational Intelligence.

[2]  Baoding Liu,et al.  Dependent-chance programming in fuzzy environments , 2000, Fuzzy Sets Syst..

[3]  Baoding Liu Fuzzy Process, Hybrid Process and Uncertain Process , 2008 .

[4]  Baoding Liu,et al.  Fuzzy random dependent-chance programming , 2001, IEEE Trans. Fuzzy Syst..

[5]  Baoding Liu,et al.  Uncertain programming: a unifying optimization theory in various uncertain environments , 2001, Appl. Math. Comput..

[6]  Baoding Liu,et al.  Dependent-chance programming with fuzzy decisions , 1999, IEEE Trans. Fuzzy Syst..

[7]  Baoding Liu,et al.  Toward Fuzzy Optimization without Mathematical Ambiguity , 2002, Fuzzy Optim. Decis. Mak..

[8]  Baoding Liu,et al.  Modelling stochastic decision systems using dependent-chance programming , 1997 .

[9]  Xiang Li,et al.  A Sufficient and Necessary Condition for Credibility Measures , 2006, Int. J. Uncertain. Fuzziness Knowl. Based Syst..

[10]  Xiang Li,et al.  EXPECTED VALUE AND VARIANCE OF GEOMETRIC LIU PROCESS , 2008 .

[11]  Ronald R. Yager On the Evaluation of Uncertain Courses of Action , 2002, Fuzzy Optim. Decis. Mak..

[12]  Baoding Liu A Survey of Entropy of Fuzzy Variables , 2007 .

[13]  F. Black,et al.  Bond and Option Pricing when Short Rates are Lognormal , 1991 .

[14]  Xiang Li,et al.  Maximum Entropy Principle for Fuzzy Variables , 2007, Int. J. Uncertain. Fuzziness Knowl. Based Syst..

[15]  H. Carter Fuzzy Sets and Systems — Theory and Applications , 1982 .

[16]  Lotfi A. Zadeh,et al.  The Concepts of a Linguistic Variable and its Application to Approximate Reasoning , 1975 .

[17]  S. Ross,et al.  AN INTERTEMPORAL GENERAL EQUILIBRIUM MODEL OF ASSET PRICES , 1985 .

[18]  Baoding Liu,et al.  Renewal Process with Fuzzy Interarrival Times and Rewards , 2003, Int. J. Uncertain. Fuzziness Knowl. Based Syst..

[19]  Lotfi A. Zadeh,et al.  The concept of a linguistic variable and its application to approximate reasoning-III , 1975, Inf. Sci..

[20]  Baoding Liu,et al.  Random fuzzy dependent-chance programming and its hybrid intelligent algorithm , 2002, Inf. Sci..

[21]  Baoding Liu,et al.  Uncertain Programming , 1999 .

[22]  Lotfi A. Zadeh,et al.  Outline of a New Approach to the Analysis of Complex Systems and Decision Processes , 1973, IEEE Trans. Syst. Man Cybern..

[23]  Baoding Liu Dependent-Chance Programming: A Class of Stochastic Optimization , 1997 .

[24]  L. M. D. C. Ibáñez,et al.  A subjective approach for ranking fuzzy numbers , 1989 .

[25]  Lotfi A. Zadeh,et al.  Fuzzy Sets , 1996, Inf. Control..

[26]  Ronald R. Yager,et al.  A procedure for ordering fuzzy subsets of the unit interval , 1981, Inf. Sci..

[27]  Zhongfeng Qin,et al.  Option Pricing Formula for Fuzzy Financial Market , 2008 .

[28]  Baoding Liu,et al.  Chance constrained programming with fuzzy parameters , 1998, Fuzzy Sets Syst..

[29]  Stanisław Heilpern,et al.  The expected value of a fuzzy number , 1992 .

[30]  D. Dubois,et al.  The mean value of a fuzzy number , 1987 .

[31]  F. Black,et al.  The Pricing of Options and Corporate Liabilities , 1973, Journal of Political Economy.

[32]  Baoding Liu,et al.  Fuzzy random chance-constrained programming , 2001, IEEE Trans. Fuzzy Syst..

[33]  Booding Liu,et al.  Minimax Chance Constrained Programming Models for Fuzzy Decision Systems , 1998, Inf. Sci..

[34]  Yian-Kui Liu,et al.  Expected value of fuzzy variable and fuzzy expected value models , 2002, IEEE Trans. Fuzzy Syst..

[35]  Baoding Liu,et al.  A survey of credibility theory , 2006, Fuzzy Optim. Decis. Mak..

[36]  Jin Peng A General Stock Model for Fuzzy Markets , 2008 .

[37]  L. Zadeh Fuzzy sets as a basis for a theory of possibility , 1999 .

[38]  Xin Gao,et al.  Fractional Liu process with application to finance , 2009, Mathematical and computer modelling.

[39]  Baoding Liu,et al.  A note on chance constrained programming with fuzzy coefficients , 1998, Fuzzy Sets Syst..

[40]  Baoding Liu,et al.  Fuzzy programming with fuzzy decisions and fuzzy simulation-based genetic algorithm , 2001, Fuzzy Sets Syst..

[41]  R. Yager On the specificity of a possibility distribution , 1992 .

[42]  Baoding Liu,et al.  Fuzzy Criterion Set and Fuzzy Criterion Dynamic Programming , 1996 .

[43]  Baoding Liu,et al.  Inequalities and Convergence Concepts of Fuzzy and Rough Variables , 2003, Fuzzy Optim. Decis. Mak..

[44]  D. Dubois,et al.  Fuzzy cardinality and the modeling of imprecise quantification , 1985 .

[45]  Antonio González A study of the ranking function approach through mean values , 1990 .

[46]  Baoding Liu,et al.  Theory and Practice of Uncertain Programming , 2003, Studies in Fuzziness and Soft Computing.

[47]  Liu Baoding,et al.  Dependent-chance goal programming and its genetic algorithm based approach , 1996 .