Pages that link to "Item:Q2389909"
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The following pages link to Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing (Q2389909):
Displaying 17 items.
- A possibilistic approach to risk aversion (Q432187) (← links)
- Option price sensitivities through fuzzy numbers (Q552168) (← links)
- Possibilistic moment generating functions (Q628254) (← links)
- Multidimensional possibilistic risk aversion (Q646133) (← links)
- A study of Greek letters of currency option under uncertainty environments (Q984220) (← links)
- A new fuzzy multi-objective higher order moment portfolio selection model for diversified portfolios (Q1620084) (← links)
- The effect of prudence on the optimal allocation in possibilistic and mixed models (Q1634394) (← links)
- Possibilistic fuzzy net present value model and application (Q1719274) (← links)
- On the relationship between possibilistic and standard moments of fuzzy numbers (Q2141581) (← links)
- Expected utility operators and coinsurance problem (Q2156948) (← links)
- Expected utility operators and possibilistic risk aversion (Q2392557) (← links)
- Construction of Fuzzy Control Charts Based on Weighted Possibilistic Mean (Q2921867) (← links)
- Fuzzy pricing of American options on stocks with known dividends and its algorithm (Q3018512) (← links)
- (Q4999391) (← links)
- On the Lower Limit for Possibilistic Correlation Coefficient with Identical Marginal Possibility Distributions (Q5214147) (← links)
- Possibilistic Risk Aversion and Coinsurance Problem (Q5216848) (← links)
- Volatility GARCH models with the ordered weighted average (OWA) operators (Q6086276) (← links)
