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  • Search: subject:"Probability Possibility Transformation"
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Coherent Conditional Probability Assessments and Extension 1 Fuzzy membership elicitation 1 Implicit Information 1 Probability Possibility Transformation 1
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Free 1
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Book / Working Paper 1
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Undetermined 1
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Capotorti, Andrea 1 Figa'-Talamanca, Gianna 1
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Dipartimento di Economia, Università degli Studi di Perugia 1
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Quaderni del Dipartimento di Economia, Finanza e Statistica 1
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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...
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