On an implicit assessment of fuzzy volatility in the Black and Scholes environment
From MaRDI portal
Publication:2445432
DOI10.1016/j.fss.2013.01.010zbMath1284.91422OpenAlexW2027282331MaRDI QIDQ2445432
Andrea Capotorti, Gianna Figà-Talamanca
Publication date: 14 April 2014
Published in: Fuzzy Sets and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.fss.2013.01.010
probability-possibility transformationimplicit informationcoherent conditional probability assessments and extensionfuzzy membership elicitation
Stochastic models in economics (91B70) Applications of stochastic analysis (to PDEs, etc.) (60H30) Fuzzy probability (60A86)
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