The valuing of a firm equity as a call option is a crucial problem in financial decision-making. There are two basic aspects that are studied; contingent claim features (payoff functions) and risk (stochastic process of underlying assets). However, non-preciseness (vagueness, uncertainty) of input...

The stochastic discrete binomial models and continuous models are usually applied in option valuation. Valuation of the real American options is solved usually by the numerical procedures. Therefore, binomial model is suitable approach for appraising the options of American type. However, there...

The problem of dynamic optimal allocation of firms finance assets is important decision process. With this importance corresponds an attention dedicated to it. In spite of fuzzy, concerning the allocation tasks this side of problem is usually leave out. The text describes general linear...