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
收藏
页码：265 / 280
页数：16
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