On an implicit assessment of fuzzy volatility in the Black and Scholes environment-Reference-Cited by-同舟云学术

On an implicit assessment of fuzzy volatility in the Black and Scholes environment

Published:2013-07 Issue: Volume:223 Page:59-71
ISSN:0165-0114
Container-title:Fuzzy Sets and Systems
language:en
Short-container-title:Fuzzy Sets and Systems

Author:

Capotorti Andrea,Figà-Talamanca Gianna

Publisher

Elsevier BV

Subject

Artificial Intelligence,Logic

Reference38 articles.

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5. A. Capotorti, F. Lad, Complete Solution to the Problem of Quantisation Error Arising from Digital Measurements of a Repeated Square Wave Signal, Research Report no. 150, Department of Mathematics and Statistics, University of Canterbury, Christchurch, New Zealand, 1996.

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