scientific article; zbMATH DE number 7800971

MaRDI QIDQ6188299

Qing Zhou, Ziqi Lei

Publication date: 7 February 2024

Full work available at URL: https://applmath.cjoe.ac.cn/jweb_yysxxb/EN/Y2022/V45/I3/401

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

chance theoryuncertain fractional differential equationbutterfly optionEuropean spread option

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Statistical decision theory and fuzziness (62C86) Fuzzy probability (60A86)

Cites Work

• The Pricing of Options and Corporate Liabilities
• Uncertain random programming with applications
• Uncertain random variables: a mixture of uncertainty and randomness
• Uncertain strike lookback options pricing with floating interest rate
• Option pricing formulas based on uncertain fractional differential equation
• Critical value-based Asian option pricing model for uncertain financial markets
• European option pricing model based on uncertain fractional differential equation
• Uncertain fractional differential equations and an interest rate model
• Uncertainty theory

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