Extreme values for solution to uncertain fractional differential equation and application to American option pricing model-Reference-Cited by-同舟云学术

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Extreme values for solution to uncertain fractional differential equation and application to American option pricing model

Published:2019-11 Issue: Volume:534 Page:122357
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Jin Ting,Sun Yun,Zhu Yuanguo

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference32 articles.

1. Uncertainty Theory;Liu,2007

2. Uncertainty Theory: A Branch of Mathematics for Modeling Human Uncertainty;Liu,2011

3. Hybrid process and uncertain process;Liu. Fuzzy Process;J. Uncertain. Syst.,2008

4. Some research problems in uncertainty theory;Liu;J. Uncertain. Syst.,2009

5. Liu process and uncertain calculus;Chen;J. Uncertain. Anal. Appl.,2013

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