European option pricing model based on uncertain fractional differential equation.

Ziqiang Lu Hongyan Yan Yuanguo Zhu

Published in: Fuzzy Optim. Decis. Mak. (2019)

Keyphrases

differential equations
option pricing
feed forward artificial neural networks
black scholes
numerical methods
dynamical systems
decision analysis
stock price
real option
boundary value problem
decision making
continuous functions
black scholes model
difference equations
expert systems
expert knowledge
long term