{"id":"https://openalex.org/W1996244588","doi":"https://doi.org/10.1109/fskd.2012.6233717","title":"A heuristic pricing formula of fuzzy lookback options in uncertain environment","display_name":"A heuristic pricing formula of fuzzy lookback options in uncertain environment","publication_year":2012,"publication_date":"2012-05-01","ids":{"openalex":"https://openalex.org/W1996244588","doi":"https://doi.org/10.1109/fskd.2012.6233717","mag":"1996244588"},"language":"en","primary_location":{"id":"doi:10.1109/fskd.2012.6233717","is_oa":false,"landing_page_url":"https://doi.org/10.1109/fskd.2012.6233717","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2012 9th International Conference on Fuzzy Systems and Knowledge Discovery","raw_type":"proceedings-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/A5100809081","display_name":"Jao\u2010Hong Cheng","orcid":null},"institutions":[{"id":"https://openalex.org/I75357094","display_name":"National Yunlin University of Science and Technology","ror":"https://ror.org/04qkq2m54","country_code":"TW","type":"education","lineage":["https://openalex.org/I75357094"]}],"countries":["TW"],"is_corresponding":true,"raw_author_name":"Jao-Hong Cheng","raw_affiliation_strings":["Department of Information Management, National Yunlin University of Science and Technology, Douliou, Yunlin, Taiwan","Department of Information Management, National Yunlin University of Science & Technology, Douliou, Taiwan"],"affiliations":[{"raw_affiliation_string":"Department of Information Management, National Yunlin University of Science and Technology, Douliou, Yunlin, Taiwan","institution_ids":["https://openalex.org/I75357094"]},{"raw_affiliation_string":"Department of Information Management, National Yunlin University of Science & Technology, Douliou, Taiwan","institution_ids":["https://openalex.org/I75357094"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5023341378","display_name":"Chung-Chuan Lee","orcid":null},"institutions":[{"id":"https://openalex.org/I75357094","display_name":"National Yunlin University of Science and Technology","ror":"https://ror.org/04qkq2m54","country_code":"TW","type":"education","lineage":["https://openalex.org/I75357094"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Chung-Chuan Lee","raw_affiliation_strings":["Department of Information Management, National Yunlin University of Science and Technology, Douliou, Yunlin, Taiwan","Department of Information Management, National Yunlin University of Science & Technology, Douliou, Taiwan"],"affiliations":[{"raw_affiliation_string":"Department of Information Management, National Yunlin University of Science and Technology, Douliou, Yunlin, Taiwan","institution_ids":["https://openalex.org/I75357094"]},{"raw_affiliation_string":"Department of Information Management, National Yunlin University of Science & Technology, Douliou, Taiwan","institution_ids":["https://openalex.org/I75357094"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5060835643","display_name":"Huei-Ping Chen","orcid":null},"institutions":[{"id":"https://openalex.org/I75357094","display_name":"National Yunlin University of Science and Technology","ror":"https://ror.org/04qkq2m54","country_code":"TW","type":"education","lineage":["https://openalex.org/I75357094"]}],"countries":["TW"],"is_corresponding":false,"raw_author_name":"Huei-Ping Chen","raw_affiliation_strings":["Department of Information Management, National Yunlin University of Science and Technology, Douliou, Yunlin, Taiwan","Department of Information Management, National Yunlin University of Science & Technology, Douliou, Taiwan"],"affiliations":[{"raw_affiliation_string":"Department of Information Management, National Yunlin University of Science and Technology, Douliou, Yunlin, Taiwan","institution_ids":["https://openalex.org/I75357094"]},{"raw_affiliation_string":"Department of Information Management, National Yunlin University of Science & Technology, Douliou, Taiwan","institution_ids":["https://openalex.org/I75357094"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5100809081"],"corresponding_institution_ids":["https://openalex.org/I75357094"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.08553834,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"29","issue":null,"first_page":"515","last_page":"519"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9811000227928162,"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":0.9811000227928162,"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/T10050","display_name":"Multi-Criteria Decision Making","score":0.9747999906539917,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9241999983787537,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/fuzzy-logic","display_name":"Fuzzy logic","score":0.7146278023719788},{"id":"https://openalex.org/keywords/valuation","display_name":"Valuation (finance)","score":0.711006224155426},{"id":"https://openalex.org/keywords/heuristic","display_name":"Heuristic","score":0.6472756266593933},{"id":"https://openalex.org/keywords/fuzzy-set","display_name":"Fuzzy set","score":0.5598858594894409},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.49917078018188477},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.42750734090805054},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4172550439834595},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.39038142561912537},{"id":"https://openalex.org/keywords/operations-research","display_name":"Operations research","score":0.3468543291091919},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3266342282295227},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3190872073173523},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.1803531050682068},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.17871525883674622}],"concepts":[{"id":"https://openalex.org/C58166","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy logic","level":2,"score":0.7146278023719788},{"id":"https://openalex.org/C186027771","wikidata":"https://www.wikidata.org/wiki/Q4008379","display_name":"Valuation (finance)","level":2,"score":0.711006224155426},{"id":"https://openalex.org/C173801870","wikidata":"https://www.wikidata.org/wiki/Q201413","display_name":"Heuristic","level":2,"score":0.6472756266593933},{"id":"https://openalex.org/C42011625","wikidata":"https://www.wikidata.org/wiki/Q1055058","display_name":"Fuzzy set","level":3,"score":0.5598858594894409},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.49917078018188477},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.42750734090805054},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4172550439834595},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.39038142561912537},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.3468543291091919},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3266342282295227},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3190872073173523},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.1803531050682068},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.17871525883674622}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/fskd.2012.6233717","is_oa":false,"landing_page_url":"https://doi.org/10.1109/fskd.2012.6233717","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2012 9th International Conference on Fuzzy Systems and Knowledge Discovery","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":14,"referenced_works":["https://openalex.org/W1520390712","https://openalex.org/W1898259180","https://openalex.org/W1971799635","https://openalex.org/W1986084950","https://openalex.org/W2006284558","https://openalex.org/W2033972209","https://openalex.org/W2067259779","https://openalex.org/W2084731501","https://openalex.org/W2085068845","https://openalex.org/W2148083797","https://openalex.org/W2157041604","https://openalex.org/W2912565176","https://openalex.org/W4211007335","https://openalex.org/W4255199812"],"related_works":["https://openalex.org/W1988932368","https://openalex.org/W2973110192","https://openalex.org/W2794849799","https://openalex.org/W1966044918","https://openalex.org/W2352757948","https://openalex.org/W2011787499","https://openalex.org/W2003188310","https://openalex.org/W4387406528","https://openalex.org/W2363192594","https://openalex.org/W2561166420"],"abstract_inverted_index":{"The":[0,27],"main":[1],"purpose":[2],"of":[3,21,29,48],"this":[4],"paper":[5],"is":[6,25],"to":[7],"valuate":[8],"lookback":[9,23,30,38],"options":[10,24,31],"in":[11],"uncertain":[12],"environment.":[13],"By":[14],"applying":[15],"fuzzy":[16,22,35],"set":[17],"theory,":[18],"the":[19,44,49,54],"valuation":[20],"developed.":[26],"prices":[28],"are":[32],"turned":[33],"into":[34],"numbers.":[36],"A":[37],"option":[39],"has":[40],"payoffs":[41],"according":[42],"on":[43],"maximum":[45],"and":[46],"minimum":[47],"underlying":[50],"price":[51,64],"actualized":[52],"during":[53],"option's":[55],"lifetime.":[56],"This":[57],"makes":[58],"financial":[59],"analysts":[60],"could":[61],"take":[62],"any":[63],"with":[65],"an":[66],"acceptable":[67],"belief":[68],"degree":[69],"for":[70],"their":[71],"later":[72],"use.":[73]},"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
