Option pricing formulas based on uncertain fractional differential equation

IF 4.8 2区计算机科学 Q1 COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE

Fuzzy Optimization and Decision Making Pub Date : 2021-03-05 DOI:10.1007/s10700-021-09354-z

Weiwei Wang, D. Ralescu

引用次数: 8

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基于不确定分数微分方程的期权定价公式

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Fuzzy Optimization and Decision Making 工程技术-计算机：人工智能

CiteScore

11.50

自引率

10.60%

发文量

审稿时长

6 months

期刊介绍： The key objective of Fuzzy Optimization and Decision Making is to promote research and the development of fuzzy technology and soft-computing methodologies to enhance our ability to address complicated optimization and decision making problems involving non-probabilitic uncertainty. The journal will cover all aspects of employing fuzzy technologies to see optimal solutions and assist in making the best possible decisions. It will provide a global forum for advancing the state-of-the-art theory and practice of fuzzy optimization and decision making in the presence of uncertainty. Any theoretical, empirical, and experimental work related to fuzzy modeling and associated mathematics, solution methods, and systems is welcome. The goal is to help foster the understanding, development, and practice of fuzzy technologies for solving economic, engineering, management, and societal problems. The journal will provide a forum for authors and readers in the fields of business, economics, engineering, mathematics, management science, operations research, and systems.