Option Pricing in the Presence of Uncertainty

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]

@incollection{MuzzioliR07:0,
  title = {Option Pricing in the Presence of Uncertainty},
  author = {Silvia Muzzioli and Huguette Reynaerts},
  year = {2007},
  doi = {10.1007/978-3-540-36247-0_11},
  url = {http://dx.doi.org/10.1007/978-3-540-36247-0_11},
  researchr = {https://researchr.org/publication/MuzzioliR07%3A0},
  cites = {0},
  citedby = {0},
  pages = {275-301},
  booktitle = {Perception-based Data Mining and Decision Making in Economics and Finance},
  editor = {Ildar Z. Batyrshin and Janusz Kacprzyk and Leonid Sheremetov and Lotfi A. Zadeh},
  volume = {36},
  series = {Studies in Computational Intelligence},
  publisher = {Springer},
  isbn = {978-3-540-36244-9},
}