Option pricing formulas based on uncertain fractional differential equation (Q2070754)
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scientific article; zbMATH DE number 7462471
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing formulas based on uncertain fractional differential equation |
scientific article; zbMATH DE number 7462471 |
Statements
Option pricing formulas based on uncertain fractional differential equation (English)
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24 January 2022
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uncertainty theory
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fractional differential equation
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extreme value
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time integral
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option pricing
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