A comparison of fuzzy regression methods for the estimation of the implied volatility smile function
- Author
- Silvia Muzzioli, Alessio Ruggieri and Bernard De Baets (UGent)
- Organization
- Keywords
- LINEAR-REGRESSION, LEAST-SQUARES, POLYNOMIAL REGRESSION, UNCERTAIN ENVIRONMENT, EUROPEAN OPTIONS, PRICING OPTIONS, NEURAL-NETWORKS, MODEL, TREES, AMERICAN
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Please use this url to cite or link to this publication: http://hdl.handle.net/1854/LU-5946178
- MLA
- Muzzioli, Silvia, et al. “A Comparison of Fuzzy Regression Methods for the Estimation of the Implied Volatility Smile Function.” FUZZY SETS AND SYSTEMS, vol. 266, 2015, pp. 131–43, doi:10.1016/j.fss.2014.11.0150165.
- APA
- Muzzioli, S., Ruggieri, A., & De Baets, B. (2015). A comparison of fuzzy regression methods for the estimation of the implied volatility smile function. FUZZY SETS AND SYSTEMS, 266, 131–143. https://doi.org/10.1016/j.fss.2014.11.0150165
- Chicago author-date
- Muzzioli, Silvia, Alessio Ruggieri, and Bernard De Baets. 2015. “A Comparison of Fuzzy Regression Methods for the Estimation of the Implied Volatility Smile Function.” FUZZY SETS AND SYSTEMS 266: 131–43. https://doi.org/10.1016/j.fss.2014.11.0150165.
- Chicago author-date (all authors)
- Muzzioli, Silvia, Alessio Ruggieri, and Bernard De Baets. 2015. “A Comparison of Fuzzy Regression Methods for the Estimation of the Implied Volatility Smile Function.” FUZZY SETS AND SYSTEMS 266: 131–143. doi:10.1016/j.fss.2014.11.0150165.
- Vancouver
- 1.Muzzioli S, Ruggieri A, De Baets B. A comparison of fuzzy regression methods for the estimation of the implied volatility smile function. FUZZY SETS AND SYSTEMS. 2015;266:131–43.
- IEEE
- [1]S. Muzzioli, A. Ruggieri, and B. De Baets, “A comparison of fuzzy regression methods for the estimation of the implied volatility smile function,” FUZZY SETS AND SYSTEMS, vol. 266, pp. 131–143, 2015.
@article{5946178,
author = {{Muzzioli, Silvia and Ruggieri, Alessio and De Baets, Bernard}},
issn = {{0165-0114}},
journal = {{FUZZY SETS AND SYSTEMS}},
keywords = {{LINEAR-REGRESSION,LEAST-SQUARES,POLYNOMIAL REGRESSION,UNCERTAIN ENVIRONMENT,EUROPEAN OPTIONS,PRICING OPTIONS,NEURAL-NETWORKS,MODEL,TREES,AMERICAN}},
language = {{eng}},
pages = {{131--143}},
title = {{A comparison of fuzzy regression methods for the estimation of the implied volatility smile function}},
url = {{http://doi.org/10.1016/j.fss.2014.11.0150165}},
volume = {{266}},
year = {{2015}},
}
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