{"id":"https://openalex.org/W1975208772","doi":"https://doi.org/10.1007/s10700-005-1889-9","title":"A Discrete-Time American Put Option Model with Fuzziness of Stock Prices","display_name":"A Discrete-Time American Put Option Model with Fuzziness of Stock Prices","publication_year":2005,"publication_date":"2005-07-01","ids":{"openalex":"https://openalex.org/W1975208772","doi":"https://doi.org/10.1007/s10700-005-1889-9","mag":"1975208772"},"language":"en","primary_location":{"id":"doi:10.1007/s10700-005-1889-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10700-005-1889-9","pdf_url":null,"source":{"id":"https://openalex.org/S93986401","display_name":"Fuzzy Optimization and Decision Making","issn_l":"1568-4539","issn":["1568-4539","1573-2908"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Fuzzy Optimization and Decision Making","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5057069621","display_name":"Y\u016bji Yoshida","orcid":"https://orcid.org/0000-0002-3302-3140"},"institutions":[{"id":"https://openalex.org/I17056963","display_name":"The University of Kitakyushu","ror":"https://ror.org/03mfefw72","country_code":"JP","type":"education","lineage":["https://openalex.org/I17056963"]}],"countries":["JP"],"is_corresponding":true,"raw_author_name":"Yuji Yoshida","raw_affiliation_strings":["Faculty of Economics and Business Administration, The University of Kitakyushu, Kitakyushu, 802-8577, Japan","Faculty of Economics and Business Administration, The University of Kitakyushu, Kitakyushu, Japan 802-8577"],"affiliations":[{"raw_affiliation_string":"Faculty of Economics and Business Administration, The University of Kitakyushu, Kitakyushu, 802-8577, Japan","institution_ids":["https://openalex.org/I17056963"]},{"raw_affiliation_string":"Faculty of Economics and Business Administration, The University of Kitakyushu, Kitakyushu, Japan 802-8577","institution_ids":["https://openalex.org/I17056963"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5082460154","display_name":"Masami Yasuda","orcid":"https://orcid.org/0000-0001-6040-3176"},"institutions":[{"id":"https://openalex.org/I159385669","display_name":"Chiba University","ror":"https://ror.org/01hjzeq58","country_code":"JP","type":"education","lineage":["https://openalex.org/I159385669"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Masami Yasuda","raw_affiliation_strings":["Department of Mathematics and Informatics, Faculty of Science, Chiba University, Chiba, 263-8522, Japan","Department of Mathematics and Informatics, Faculty of Science, Chiba University, Chiba, Japan 263-8522#TAB#"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics and Informatics, Faculty of Science, Chiba University, Chiba, 263-8522, Japan","institution_ids":["https://openalex.org/I159385669"]},{"raw_affiliation_string":"Department of Mathematics and Informatics, Faculty of Science, Chiba University, Chiba, Japan 263-8522#TAB#","institution_ids":["https://openalex.org/I159385669"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5024511432","display_name":"Jun-ichi Nakagami","orcid":null},"institutions":[{"id":"https://openalex.org/I159385669","display_name":"Chiba University","ror":"https://ror.org/01hjzeq58","country_code":"JP","type":"education","lineage":["https://openalex.org/I159385669"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Jun-ichi Nakagami","raw_affiliation_strings":["Department of Mathematics and Informatics, Faculty of Science, Chiba University, Chiba, 263-8522, Japan","Department of Mathematics and Informatics, Faculty of Science, Chiba University, Chiba, Japan 263-8522#TAB#"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics and Informatics, Faculty of Science, Chiba University, Chiba, 263-8522, Japan","institution_ids":["https://openalex.org/I159385669"]},{"raw_affiliation_string":"Department of Mathematics and Informatics, Faculty of Science, Chiba University, Chiba, Japan 263-8522#TAB#","institution_ids":["https://openalex.org/I159385669"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5075735900","display_name":"Masami Kurano","orcid":null},"institutions":[{"id":"https://openalex.org/I159385669","display_name":"Chiba University","ror":"https://ror.org/01hjzeq58","country_code":"JP","type":"education","lineage":["https://openalex.org/I159385669"]}],"countries":["JP"],"is_corresponding":false,"raw_author_name":"Masami Kurano","raw_affiliation_strings":["Department of Mathematics, Faculty of Education, Chiba University, Chiba, 263-8522, Japan","Department of Mathematics, Faculty of Education, Chiba University, Chiba, Japan 263-8522#TAB#"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Faculty of Education, Chiba University, Chiba, 263-8522, Japan","institution_ids":["https://openalex.org/I159385669"]},{"raw_affiliation_string":"Department of Mathematics, Faculty of Education, Chiba University, Chiba, Japan 263-8522#TAB#","institution_ids":["https://openalex.org/I159385669"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5057069621"],"corresponding_institution_ids":["https://openalex.org/I17056963"],"apc_list":{"value":2590,"currency":"EUR","value_usd":3390},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.10128081,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":99},"biblio":{"volume":"4","issue":"3","first_page":"191","last_page":"207"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9988999962806702,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9988999962806702,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.9926000237464905,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12508","display_name":"Functional Equations Stability Results","score":0.9772999882698059,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.5561928749084473},{"id":"https://openalex.org/keywords/stock-price","display_name":"Stock price","score":0.43374791741371155},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4226565957069397},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.42083480954170227},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.38135412335395813},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.34355980157852173},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.05653145909309387},{"id":"https://openalex.org/keywords/geology","display_name":"Geology","score":0.05114322900772095}],"concepts":[{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5561928749084473},{"id":"https://openalex.org/C2988984586","wikidata":"https://www.wikidata.org/wiki/Q1020013","display_name":"Stock price","level":3,"score":0.43374791741371155},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4226565957069397},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.42083480954170227},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.38135412335395813},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.34355980157852173},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.05653145909309387},{"id":"https://openalex.org/C127313418","wikidata":"https://www.wikidata.org/wiki/Q1069","display_name":"Geology","level":0,"score":0.05114322900772095},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1007/s10700-005-1889-9","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10700-005-1889-9","pdf_url":null,"source":{"id":"https://openalex.org/S93986401","display_name":"Fuzzy Optimization and Decision Making","issn_l":"1568-4539","issn":["1568-4539","1573-2908"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Fuzzy Optimization and Decision Making","raw_type":"journal-article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.417.6780","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.417.6780","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.math.s.chiba-u.ac.jp/~yasuda/accept/DiscAmerOption3b.pdf","raw_type":"text"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.73.9944","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.73.9944","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.math.s.chiba-u.ac.jp/~yasuda/accept/DiscAmerOption2.pdf","raw_type":"text"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/16","display_name":"Peace, Justice and strong institutions","score":0.7900000214576721}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":23,"referenced_works":["https://openalex.org/W649943522","https://openalex.org/W1481142035","https://openalex.org/W1488963463","https://openalex.org/W1968509795","https://openalex.org/W1977914365","https://openalex.org/W1986084950","https://openalex.org/W1992486884","https://openalex.org/W1994178762","https://openalex.org/W2002230835","https://openalex.org/W2009721924","https://openalex.org/W2011811434","https://openalex.org/W2016101780","https://openalex.org/W2039796074","https://openalex.org/W2045114250","https://openalex.org/W2050553287","https://openalex.org/W2114847643","https://openalex.org/W2148083797","https://openalex.org/W2277886313","https://openalex.org/W2912565176","https://openalex.org/W2965687321","https://openalex.org/W4211007335","https://openalex.org/W4231022371","https://openalex.org/W4247468691"],"related_works":["https://openalex.org/W247222457","https://openalex.org/W2887069341","https://openalex.org/W3124131549","https://openalex.org/W3008476150","https://openalex.org/W2152348935","https://openalex.org/W2554106722","https://openalex.org/W1797892342","https://openalex.org/W2093710055","https://openalex.org/W2344827208","https://openalex.org/W4206714504"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2022,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2014,"cited_by_count":2}],"updated_date":"2026-04-05T17:49:38.594831","created_date":"2025-10-10T00:00:00"}