Reliability index and Asian barrier option pricing formulas of the uncertain fractional first-hitting time model with Caputo type (Q2128243)
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scientific article; zbMATH DE number 7511326
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| English | Reliability index and Asian barrier option pricing formulas of the uncertain fractional first-hitting time model with Caputo type |
scientific article; zbMATH DE number 7511326 |
Statements
Reliability index and Asian barrier option pricing formulas of the uncertain fractional first-hitting time model with Caputo type (English)
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21 April 2022
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uncertain fractional differential equation
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reliability index
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Asian barrier option
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first-hitting time model
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\(\alpha\)-path
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predictor-corrector method
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0.9106764793395996
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0.842043399810791
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0.8087941408157349
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0.8009240031242371
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0.7776634097099304
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