Fuzzy Sets and Systems
Portfolio selection based on fuzzy probabilities and possibility distributions
Fuzzy Sets and Systems
Fuzzy Probability and Statistics (Studies in Fuzziness and Soft Computing)
Fuzzy Probability and Statistics (Studies in Fuzziness and Soft Computing)
Decision making under uncertainty using imprecise probabilities
International Journal of Approximate Reasoning
On theoretical pricing of options with fuzzy estimators
Journal of Computational and Applied Mathematics
The possibilistic moments of fuzzy numbers and their applications
Journal of Computational and Applied Mathematics
Credibilistic Markov decision processes: The average case
Journal of Computational and Applied Mathematics
On the possibilistic mean value and variance of multiplication of fuzzy numbers
Journal of Computational and Applied Mathematics
A behavioural model for vague probability assessments
Fuzzy Sets and Systems
| Hi-index | 7.29 |
Set 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.