A. Thavaneswaran, Ruppa K. Thulasiram, Julieta Frank, Zimo Zhu, Manmohit Singh. Fuzzy Option Pricing Using a Novel Data-Driven Feed Forward Neural Network Volatility Model. In 2019 IEEE International Conference on Fuzzy Systems, FUZZ-IEEE 2019, New Orleans, LA, USA, June 23-26, 2019. pages 1-6, IEEE, 2019. [doi]
Abstract is missing.