TOWARDS A GENERAL SETTING FOR THE FUZZY MATHEMATICS OF FINANCE

被引：41

作者：

LI CALZI, M

机构：

[1] Istituto di Metodi Quantitativi, Università L. Bocconi

来源：

FUZZY SETS AND SYSTEMS | 1990年 / 35卷 / 03期

关键词：

Economics; fuzzy numbers;

D O I：

10.1016/0165-0114(90)90001-M

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

This paper investigates a possible general setting for the fuzzy mathematics of finance. We consider two classes of fuzzy quantities and explore their links with the axiomatic models of financial evaluation. Following some general-purpose theorems about operations on fuzzy quantities, we provide conditions for a consistent fuzzy extension of present and future value, both with one and several capitals. Applications to the most common topics of financial mathematics are accordingly discussed. © 1990.

引用

页码：265 / 280

页数：16

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