Extreme values of solution of Caputo-Hadamard uncertain fractional differential equation and applications
DOI10.1002/mma.9806zbMATH Open1547.91026MaRDI QIDQ6551521
Liu He, Yuanguo Zhu, Hanjie Liu
Publication date: 7 June 2024
Published in: Mathematical Methods in the Applied Sciences (Search for Journal in Brave)
numerical algorithmAmerican optionSimpson's ruleextreme value theoremsuncertain fractional differential equation
Numerical methods (including Monte Carlo methods) (91G60) Derivative securities (option pricing, hedging, etc.) (91G20) Fractional ordinary differential equations (34A08)
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