European option pricing model based on uncertain fractional differential equation (Q2272429): Difference between revisions
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Revision as of 13:04, 22 March 2024
scientific article
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English | European option pricing model based on uncertain fractional differential equation |
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European option pricing model based on uncertain fractional differential equation (English)
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10 September 2019
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uncertainty
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fractional differential equation
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mean reverting process
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option pricing
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