Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing (Q2389909): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.mcm.2008.07.035 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1977895070 / rank | |||
Normal rank | |||
Revision as of 02:07, 20 March 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
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
