Pricing Problem of Geometric Average Asian Barrier Option Based on Uncertain Fractional Differential Equation.
Pengfei YuYuanguo ZhuPublished in: J. Uncertain Syst. (2023)
Keyphrases
- differential equations
- fractional order
- feed forward artificial neural networks
- dynamical systems
- option pricing
- ordinary differential equations
- black scholes model
- numerical solution
- boundary value problem
- initial conditions
- brownian motion
- numerical methods
- partial differential equations
- nonlinear differential equations
- difference equations
- continuous functions
- neural network
- numerical integration
- finite element
- least squares
- input image