This paper introduces the autocorrelation effect of assets' returns into the valuation model of reset options. The MA(q) process, which is an extension of MA(1) process noted by Liao and Chen (2006), is applied to the valuation of reset options in this paper. Due to the impact of autocorrelation...

Purpose – Constructing a fuzzy control chart with interval-valued fuzzy data is an important topic in the fields of medical, sociological, economics, service and management. In particular, when the data illustrates uncertainty, inconsistency and is incomplete which is often the. case of real...