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Towards a coherent volatility pricing model: an empirical comparison
Figà-Talamanca, Gianna, (2000)
Market application of the fuzzy-stochastic approach in the Heston option pricing model
Figà-Talamanca, Gianna, (2012)
Fuzzy uncertainty in the Heston stochastic volatility model
Figà-Talamanca, Gianna, (2011)