Option price sensitivities through fuzzy numbers

Maria Letizia Guerra, Laerte Sorini, Luciano Stefanini. Option price sensitivities through fuzzy numbers. Computers & Mathematics with Applications, 61(3):515-526, 2011. [doi]

@article{GuerraSS11,
  title = {Option price sensitivities through fuzzy numbers},
  author = {Maria Letizia Guerra and Laerte Sorini and Luciano Stefanini},
  year = {2011},
  doi = {10.1016/j.camwa.2010.11.024},
  url = {http://dx.doi.org/10.1016/j.camwa.2010.11.024},
  researchr = {https://researchr.org/publication/GuerraSS11},
  cites = {0},
  citedby = {0},
  journal = {Computers & Mathematics with Applications},
  volume = {61},
  number = {3},
  pages = {515-526},
}