Fuzzy option value with stochastic volatility models

ISDA 2009 - 9th International Conference on Intelligent Systems Design and Applications

Volumn , Issue , 2009, Pages 306-311

  Figà Talamanca, Gianna ^a   Guerra, Maria Letizia ^b  

^a UNIVERSITY OF PERUGIA   (Italy)

^b UNIVERSITY OF BOLOGNA   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

ARITHMETIC OPERATIONS; BLACK AND SCHOLES; EXOGENOUS SOURCE; FINANCIAL MODELS; FUNDAMENTAL PROPERTIES; FUZZY NUMBERS; FUZZY OPTIONS; OPTION VALUATION; PARAMETRIC REPRESENTATIONS; STOCHASTIC VOLATILITY MODEL;

FUZZY RULES; FUZZY SETS; INTELLIGENT SYSTEMS; PROFITABILITY; STOCHASTIC SYSTEMS;

STOCHASTIC MODELS;

EID: 77949531726     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ISDA.2009.243     Document Type: Conference Paper

References (13)

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