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Fuzzy Option Value with Stochastic Volatility Models

Gianna Figà-Talamanca, Maria Letizia Guerra. Fuzzy Option Value with Stochastic Volatility Models. In Ninth International Conference on Intelligent Systems Design and Applications, ISDA 2009, Pisa, Italy , November 30-December 2, 2009. pages 306-311, IEEE Computer Society, 2009. [doi]

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Gianna Figà-Talamanca

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Maria Letizia Guerra

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