Search Results - subject:"Coherent conditional probability assessments"

On an implicit assessment of fuzzy volatility in the Black and Scholes environment,

Capotorti, Andrea; Figa'-Talamanca, Gianna - Dipartimento di Economia, Università degli Studi di Perugia - 2012

In this work we suggest a methodology to obtain the membership of a non observable parameter through implicit information. To this aim we profit from the interpretation of membership functions as coherent conditional probabilities. We develop full details for the well known Black and Scholes...

Persistent link: https://www.econbiz.de/10010593732

Credit scoring analysis using a fuzzy probabilistic rough set model

Capotorti, Andrea; Barbanera, Eva - In: Computational Statistics & Data Analysis 56 (2012) 4, pp. 981-994

conditional probability assessments cope well with the problem of unifying these different approaches, a merging of fuzzy rough … combined with other approaches to uncertain reasoning, especially probability and fuzzy set theories. Since coherent …

Persistent link: https://www.econbiz.de/10010574487