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Fuzzy Option Value with Stochastic Volatility Models.

Gianna Figà-TalamancaMaria Letizia Guerra
Published in: ISDA (2009)
Keyphrases
  • artificial neural networks
  • probabilistic model
  • fuzzy logic
  • fuzzy sets
  • fuzzy systems
  • stochastic models
  • long term
  • statistical model
  • fuzzy rules
  • fuzzy clustering
  • fuzzy numbers
  • point processes