HIGHLIGHTS
- who: Muzzioli from the Department of Economics and CEFIN, University of Modena and Reggio Emilia, Italy have published the Article: Author template for journal articles, in the Journal: (JOURNAL) of 31/Dec/2008
- what: The authors compare the widely used methodology of discarding some volatilities and interpolating the remaining knots with cubic splines to a fuzzy regression approach which does not require an a-priori choice of volatilities. The aim of this paper is to investigate the potential of fuzzy regression for the estimation of the smile. At the practitioner level, the authors show that . . .
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