Option implied moments obtained through fuzzy regression (Q778074): Difference between revisions

@@ Property / author @@
-Silvia Muzzioli
@@ Property / author: Silvia Muzzioli / rank @@
-Normal rank
@@ Property / author @@
-Bernard De Baets
@@ Property / author: Bernard De Baets / rank @@
-Normal rank
@@ Property / author @@
+Silvia Muzzioli
@@ Property / author: Silvia Muzzioli / rank @@
+Normal rank
@@ Property / author @@
+Bernard De Baets
@@ Property / author: Bernard De Baets / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+MCS
@@ Property / describes a project that uses: MCS / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10700-020-09316-x
+Normal rank
@@ Property / OpenAlex ID @@
+W3006196806
@@ Property / OpenAlex ID: W3006196806 / rank @@
+Normal rank
@@ Property / cites work @@
+A fuzzy regression model based on finite fuzzy numbers and its application to real-world financial data
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+On an implicit assessment of fuzzy volatility in the Black and Scholes environment
+Normal rank
@@ Property / cites work @@
+Uncertain portfolio selection with high-order moments
+Normal rank
@@ Property / cites work @@
+An empirical assestment of fuzzy Black and Scholes pricing option model in Spanish stock option market
+Normal rank
@@ Property / cites work @@
+Options pricing with time changed Lévy processes under imprecise information
+Normal rank
@@ Property / cites work @@
+The Model Confidence Set
@@ Property / cites work: The Model Confidence Set / rank @@
+Normal rank
@@ Property / cites work @@
+Fuzzy nonlinear regression analysis using a random weight network
+Normal rank
@@ Property / cites work @@
+Fuzzy regression using asymmetric fuzzy coefficients and fuzzified neural networks
+Normal rank
@@ Property / cites work @@
+A comparative assessment of different fuzzy regression methods for volatility forecasting
+Normal rank
@@ Property / cites work @@
+A comparison of fuzzy regression methods for the estimation of the implied volatility smile function
+Normal rank
@@ Property / cites work @@
+Volatility forecast comparison using imperfect volatility proxies
+Normal rank
@@ Property / cites work @@
+Evaluation of fuzzy linear regression models
@@ Property / cites work: Evaluation of fuzzy linear regression models / rank @@
+Normal rank
@@ Property / cites work @@
+Linear Regression Analysis with Fuzzy Model
@@ Property / cites work: Linear Regression Analysis with Fuzzy Model / rank @@
+Normal rank
@@ Property / cites work @@
+Compound option pricing under fuzzy environment
@@ Property / cites work: Compound option pricing under fuzzy environment / rank @@
+Normal rank
@@ Property / cites work @@
+Fuzzy nonparametric regression based on local linear smoothing technique
+Normal rank
@@ Property / cites work @@
+A new fuzzy multi-objective higher order moment portfolio selection model for diversified portfolios
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:778074