Fuzzy coefficient volatility (FCV) models with applications

By Aerambamoorthy Thavaneswaran, K. Thiagarajah, Srimantoorao S. Appadoo. 2007

50 citations recorded by the source corpus.

Subfields: Finance, Management Science and Operations Research, Statistics and Probability

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Finance

1. A. Paseka
2. Srimantoorao S. Appadoo
3. Aerambamoorthy Thavaneswaran
4. Weiwei Jiang

In Management Science and Operations Research

1. Srimantoorao S. Appadoo
2. Aerambamoorthy Thavaneswaran
3. Weiwei Jiang

Citations in the corpus

• Stock Market Prediction on High-Frequency Data Using Generative Adversarial Nets (2018, background): “Many authors have tried to deal with fuzziness along with randomness in option pricing models [27, 28].”
• Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing (2009, background): “[3], who introduced non-centered possibilistic moments, to centered weighted possibilistic higher order moments of fuzzy numbers.”