On an implicit assessment of fuzzy volatility in the Black and Scholes environment (Q2445432): Difference between revisions

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Property / author: Gianna Figà-Talamanca / rank
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Property / full work available at URL: https://doi.org/10.1016/j.fss.2013.01.010 / rank
 
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Latest revision as of 10:12, 8 July 2024

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On an implicit assessment of fuzzy volatility in the Black and Scholes environment
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    On an implicit assessment of fuzzy volatility in the Black and Scholes environment (English)
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    14 April 2014
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    fuzzy membership elicitation
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    implicit information
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    coherent conditional probability assessments and extension
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    probability-possibility transformation
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