Option implied moments obtained through fuzzy regression

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Option implied moments obtained through fuzzy regression

Muzzioli, Silvia, Gambarelli, Luca, De Baets, Bernard
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Language:
english
Journal:
Fuzzy Optimization and Decision Making
DOI:
10.1007/s10700-020-09316-x
Date:
February, 2020
File:
PDF, 831 KB
english, 2020
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