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]

@inproceedings{Figa-TalamancaG09,
  title = {Fuzzy Option Value with Stochastic Volatility Models},
  author = {Gianna Figà-Talamanca and Maria Letizia Guerra},
  year = {2009},
  doi = {10.1109/ISDA.2009.243},
  url = {http://doi.ieeecomputersociety.org/10.1109/ISDA.2009.243},
  researchr = {https://researchr.org/publication/Figa-TalamancaG09},
  cites = {0},
  citedby = {0},
  pages = {306-311},
  booktitle = {Ninth International Conference on Intelligent Systems Design and Applications, ISDA 2009, Pisa, Italy , November 30-December 2, 2009},
  publisher = {IEEE Computer Society},
  isbn = {978-0-7695-3872-3},
}