Fuzzy uncertainty in the Heston stochastic volatility model
Year of publication: |
2011
|
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Authors: | Figà-Talamanca, Gianna ; Guerra, Maria Letizia ; Stefanini, Luciano |
Published in: |
Fuzzy economic review : the review of the International Association for Fuzzy-Set Management and Economy. - Reus, ISSN 1136-0593, ZDB-ID 2097221-0. - Vol. 16.2011, 2, p. 3-19
|
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Fuzzy-Set-Theorie | Fuzzy sets | Theorie | Theory |
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