European option pricing model based on uncertain fractional differential equation (Q2272429)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | European option pricing model based on uncertain fractional differential equation |
scientific article |
Statements
European option pricing model based on uncertain fractional differential equation (English)
0 references
10 September 2019
0 references
uncertainty
0 references
fractional differential equation
0 references
mean reverting process
0 references
option pricing
0 references
0 references
0 references
0 references