Option implied moments obtained through fuzzy regression (Q778074)

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Option implied moments obtained through fuzzy regression
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    title
    Option implied moments obtained through fuzzy regression (English)
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    author
    Luca Gambarelli
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    Silvia Muzzioli
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    Bernard De Baets
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    publication date
    30 June 2020
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    Mathematics Subject Classification ID
    62J86
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    62M20
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    62P20
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    zbMATH DE Number
    7216414
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    zbMATH Keywords
    forecasting
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    fuzzy regression
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    skewness
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    kurtosis
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    Italian market
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