A new continuous-discrete fuzzy model and its application in finance

Hoang Viet Long; Haifa Bin Jebreen; Y. Chalco-Cano

doi:10.3390/math8101808

A new continuous-discrete fuzzy model and its application in finance

Hoang Viet Long
, Haifa Bin Jebreen
, Y. Chalco-Cano

Department of Mathematics

Ton Duc Thang University
King Saud University

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

Abstract

In this paper, we propose a fuzzy differential-difference equation for modeling of mixed continuous-discrete phenomena. In the special case, we present the general solution of linear fuzzy differential-difference equations. The dynamical process in the intervals is presented by the corresponding fuzzy differential equation and with impulsive jumps in some points. We illustrate the applicability of the model to study the time value of money.

Original language	English
Article number	1808
Pages (from-to)	1-16
Number of pages	16
Journal	Mathematics
Volume	8
Issue number	10
DOIs	https://doi.org/10.3390/math8101808
State	Published - Oct 2020

Keywords

Fuzzy difference equations
Fuzzy differential equations
Mixed continuous-discrete model
Strongly generalized Hukuhara differentiability
Time value of money

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10.3390/math8101808

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title = "A new continuous-discrete fuzzy model and its application in finance",

abstract = "In this paper, we propose a fuzzy differential-difference equation for modeling of mixed continuous-discrete phenomena. In the special case, we present the general solution of linear fuzzy differential-difference equations. The dynamical process in the intervals is presented by the corresponding fuzzy differential equation and with impulsive jumps in some points. We illustrate the applicability of the model to study the time value of money.",

keywords = "Fuzzy difference equations, Fuzzy differential equations, Mixed continuous-discrete model, Strongly generalized Hukuhara differentiability, Time value of money",

author = "Long, \{Hoang Viet\} and Jebreen, \{Haifa Bin\} and Y. Chalco-Cano",

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AU - Jebreen, Haifa Bin

AU - Chalco-Cano, Y.

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N2 - In this paper, we propose a fuzzy differential-difference equation for modeling of mixed continuous-discrete phenomena. In the special case, we present the general solution of linear fuzzy differential-difference equations. The dynamical process in the intervals is presented by the corresponding fuzzy differential equation and with impulsive jumps in some points. We illustrate the applicability of the model to study the time value of money.

AB - In this paper, we propose a fuzzy differential-difference equation for modeling of mixed continuous-discrete phenomena. In the special case, we present the general solution of linear fuzzy differential-difference equations. The dynamical process in the intervals is presented by the corresponding fuzzy differential equation and with impulsive jumps in some points. We illustrate the applicability of the model to study the time value of money.

KW - Fuzzy difference equations

KW - Fuzzy differential equations

KW - Mixed continuous-discrete model

KW - Strongly generalized Hukuhara differentiability

KW - Time value of money

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A new continuous-discrete fuzzy model and its application in finance

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Keywords

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