Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing (Q2389909): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
Import241208061232 (talk | contribs)
Normalize DOI.
 
(One intermediate revision by one other user not shown)
Property / DOI
 
Property / DOI: 10.1016/j.mcm.2008.07.035 / rank
Normal rank
 
Property / cites work
 
Property / cites work: On possibilistic mean value and variance of fuzzy numbers / rank
 
Normal rank
Property / cites work
 
Property / cites work: On weighted possibilistic mean and variance of fuzzy numbers / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy coefficient volatility (FCV) models with applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy measures and asset prices: accounting for information ambiguity / rank
 
Normal rank
Property / cites work
 
Property / cites work: An efficient and flexible mechanism for constructing membership functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: An overview of membership function generation techniques for pattern recognition / rank
 
Normal rank
Property / cites work
 
Property / cites work: Application of possibility theory to investment decisions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random coefficient autoregressive models: an introduction / rank
 
Normal rank
Property / cites work
 
Property / cites work: THE GARCH OPTION PRICING MODEL / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on GARCH model identification / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bayesian analysis of contingent claim model error / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2732572 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Median value and median interval of a fuzzy number / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fuzzy sets and systems. Theory and applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nearest interval approximation of a fuzzy number / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5708642 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Random coefficient GARCH models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: A fuzzy approach to real option valuation / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1016/J.MCM.2008.07.035 / rank
 
Normal rank

Latest revision as of 08:54, 18 December 2024

scientific article
Language Label Description Also known as
English
Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing
scientific article

    Statements

    Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing (English)
    0 references
    0 references
    0 references
    0 references
    20 July 2009
    0 references
    weighted possibilistic moments
    0 references
    fuzzy coefficient volatility models
    0 references
    fuzzy estimates
    0 references
    fuzzy forecast
    0 references
    kurtosis
    0 references

    Identifiers