Please use this identifier to cite or link to this item: https://open.uns.ac.rs/handle/123456789/15931
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dc.contributor.authorStojaković, Milaen_US
dc.date.accessioned2020-03-03T15:01:56Z-
dc.date.available2020-03-03T15:01:56Z-
dc.date.issued2011-06-15-
dc.identifier.issn03770427en_US
dc.identifier.urihttps://open.uns.ac.rs/handle/123456789/15931-
dc.description.abstractSet valued probability and fuzzy valued probability theory is used for analyzing and modeling highly uncertain probability systems. In this paper the set valued probability and fuzzy valued probability are defined over the measurable space. They are derived from a set and fuzzy valued measure using restricted arithmetics. The range of set valued probability is the set of subsets of the unit interval and the range of fuzzy valued probability is the set of fuzzy sets of the unit interval. The expectation with respect to set valued and fuzzy valued probability is defined and some properties are discussed. Also, the fuzzy model is applied to binomial model for the price of a risky security. © 2011 Published by Elsevier B.V. All rights reserved.en
dc.relation.ispartofJournal of Computational and Applied Mathematicsen
dc.titleImprecise set and fuzzy valued probabilityen_US
dc.typeConference Paperen_US
dc.identifier.doi10.1016/j.cam.2010.01.016-
dc.identifier.scopus2-s2.0-79958276316-
dc.identifier.urlhttps://api.elsevier.com/content/abstract/scopus_id/79958276316-
dc.description.versionUnknownen_US
dc.relation.lastpage4531en
dc.relation.firstpage4524en
dc.relation.issue16en
dc.relation.volume235en
item.grantfulltextnone-
item.fulltextNo Fulltext-
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