Silvia Muzzioli, Huguette Reynaerts. Option Pricing in the Presence of Uncertainty. In Ildar Z. Batyrshin, Janusz Kacprzyk, Leonid Sheremetov, Lotfi A. Zadeh, editors, Perception-based Data Mining and Decision Making in Economics and Finance. Volume 36 of Studies in Computational Intelligence, pages 275-301, Springer, 2007. [doi]
Abstract is missing.