Option pricing formulas based on uncertain fractional differential equation
Weiwei Wang, Dan A. Ralescu
| Year of publication: |
2021
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|---|---|
| Authors: | Wang, Weiwei ; Ralescu, Dan A. |
| Published in: |
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1573-2908, ZDB-ID 2065595-2. - Vol. 20.2021, 4, p. 471-495
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| Subject: | Uncertainty theory | Fractional differential equation | Extreme value | Time integral | Option pricing | Optionspreistheorie | Option pricing theory | Analysis | Mathematical analysis | Risiko | Risk | Black-Scholes-Modell | Black-Scholes model |
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