Option pricing formulas based on uncertain fractional differential equation
type: Item
instance of: scholarly article
title: Option pricing formulas based on uncertain fractional differential equation
zbMATH Open document ID: 1478.91177
author: Dan A. Ralescu
author: Weiwei Wang
published in: Fuzzy Optimization and Decision Making
publication date: 2022-01-24T00:00:00Z
Mathematics Subject Classification ID: 91G20
Mathematics Subject Classification ID: 34A08
Mathematics Subject Classification ID: 34F05
Mathematics Subject Classification ID: 34A07
Mathematics Subject Classification ID: 34C60
zbMATH DE Number: 7462471
zbMATH Keywords: uncertainty theory
zbMATH Keywords: fractional differential equation
zbMATH Keywords: extreme value
zbMATH Keywords: time integral
zbMATH Keywords: option pricing
Wikidata QID: Q113903086
MaRDI profile type: Publication
full work available at URL: s10700-021-09354-z
OpenAlex ID: W3133841657
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DOI: 10.1007/S10700-021-09354-Z
description: scientific article; zbMATH DE number 7462471