Monotonicity theorem for the uncertain fractional differential equation and application to uncertain financial market
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Publication:2666233
DOI10.1016/J.MATCOM.2021.05.018OpenAlexW3164746976WikidataQ114149967 ScholiaQ114149967MaRDI QIDQ2666233
Publication date: 22 November 2021
Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.matcom.2021.05.018
predictor-corrector methodoption pricefractional differential equationuncertainty distribution\(\alpha\)-path
Ordinary differential equations (34-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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