Valuation of interest rate ceiling and floor based on the uncertain fractional differential equation in Caputo sense.
Ting JinHui DingBo LiHongxuan XiaChenxi XuePublished in: J. Intell. Fuzzy Syst. (2021)
Keyphrases
- differential equations
- fractional order
- feed forward artificial neural networks
- dynamical systems
- ordinary differential equations
- initial conditions
- numerical solution
- boundary value problem
- continuous functions
- brownian motion
- numerical methods
- nonlinear differential equations
- decision making
- difference equations
- feature extraction
- partial differential equations
- genetic algorithm