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

Author:

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

Publisher

Elsevier BV

Subject

Computer Science Applications,Modelling and Simulation

Reference23 articles.

1. On possibilistic mean value and variance of fuzzy numbers;Carlsson;Fuzzy Sets and Systems,2001

2. On weighted possibilistic mean and variance of fuzzy numbers;Fuller;Fuzzy Sets and Systems,2003

3. Fuzzy coefficient volatility (FCV) models with applications;Thavaneswaran;Mathematical and Computer Modelling,2007

4. Fuzzy measures and asset prices, accounting for information ambiguity;Cherubini;Applied Mathematical Finance,1997

5. An efficient and flexible mechanism for constructing membership functions;Medaglia;European Journal of Operational Research,2002

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