Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing (Q2389909)
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scientific article; zbMATH DE number 5580575
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| default for all languages | No label defined |
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| English | Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing |
scientific article; zbMATH DE number 5580575 |
Statements
Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing (English)
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20 July 2009
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weighted possibilistic moments
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fuzzy coefficient volatility models
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fuzzy estimates
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fuzzy forecast
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kurtosis
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0.9310478
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0.86266553
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0.85982275
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0.85657674
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0.8553612
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0.84528995
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0.8450167
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0.84329635
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0.8419936
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0.8404284
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