Bounds for the price of a European-style Asian option in a binary tree model

Article Abstract:

The derivation of accurate lower and upper bounds for the price of a European style Asian option with continuous averaging over the full lifetime of the option, using a discrete time binary tree model is discussed.

United States, Europe, Asia, Evaluation, Convertible bonds, Econometric models

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The evidential reasoning approach for multiple attribute decision analysis using interval belief degrees

Article Abstract:

A study uses the Dempster-Shafer theory of evidence to develop models for uncertainties in decision making processes.

United Kingdom, Multiple criteria decision making, Models, Analysis, Uncertainty (Information theory)

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