A comparison of fuzzy regression methods for the estimation of the implied volatility smile function (Q529267)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A comparison of fuzzy regression methods for the estimation of the implied volatility smile function |
scientific article; zbMATH DE number 6720221
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparison of fuzzy regression methods for the estimation of the implied volatility smile function |
scientific article; zbMATH DE number 6720221 |
Statements
A comparison of fuzzy regression methods for the estimation of the implied volatility smile function (English)
0 references
18 May 2017
0 references
fuzzy statistics
0 references
data analysis
0 references
finance
0 references
fuzzy regression methods
0 references
nonlinear programming
0 references
implied volatility
0 references
0 references
0 references
0 references
