Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing

DOI10.1016/j.mcm.2008.07.035zbMath1165.91414OpenAlexW1977895070MaRDI QIDQ2389909

A. Paseka, A. Thavaneswaran, S. S. Appadoo

Publication date: 20 July 2009

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.mcm.2008.07.035

zbMATH Keywords

kurtosisweighted possibilistic momentsfuzzy estimatesfuzzy coefficient volatility modelsfuzzy forecast

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Theory of fuzzy sets, etc. (03E72) Financial applications of other theories (91G80)

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