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A comparison of fuzzy regression methods for the estimation of the implied volatility smile function

(2015) FUZZY SETS AND SYSTEMS. 266. p.131-143
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Keywords
LINEAR-REGRESSION, LEAST-SQUARES, POLYNOMIAL REGRESSION, UNCERTAIN ENVIRONMENT, EUROPEAN OPTIONS, PRICING OPTIONS, NEURAL-NETWORKS, MODEL, TREES, AMERICAN

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MLA
Muzzioli, Silvia, Alessio Ruggieri, and Bernard De Baets. “A Comparison of Fuzzy Regression Methods for the Estimation of the Implied Volatility Smile Function.” FUZZY SETS AND SYSTEMS 266 (2015): 131–143. Print.
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.
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: 131–143.
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.
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://dx.doi.org/10.1016/j.fss.2014.11.0150165},
  volume       = {266},
  year         = {2015},
}

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