@inproceedings{d0a75b3da74643a3970062ac6c057000,
title = "The generalization of λ-fuzzy measures with application to the fuzzy option",
abstract = "In this paper, we present the definition of λ-fuzzy signed measure, its generalized transform function, and the distribution properties of λ-fuzzy measures. Then investors' heterogeneity is revealed with a family of λ-fuzzy measures. The approach to asset pricing based on λ-fuzzy measures breaks through the traditional {"}identical rationality{"} assumption, and provides an useful analytical tool for recent researches of behavioral economics and finance.",
keywords = "Asset pricing, Fuzzy, Fuzzy measures, Fuzzy options, Heterogeneity",
author = "Liyan Han and Wenli Chen",
year = "2006",
doi = "10.1007/11881599\_93",
language = "英语",
isbn = "3540459162",
series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",
publisher = "Springer Verlag",
pages = "762--765",
booktitle = "Fuzzy Systems and Knowledge Discovery - Third International Conference, FSKD 2006, Proceedings",
address = "德国",
note = "3rd International Conference on Fuzzy Systems and Knowledge Discovery, FSKD 2006 ; Conference date: 24-09-2006 Through 28-09-2006",
}