Vulnerable European Call Option Pricing Based on Uncertain Fractional Differential Equation.
Ziqi LeiQing ZhouWeixing WuZengwu WangPublished in: J. Syst. Sci. Complex. (2023)
Keyphrases
- differential equations
- option pricing
- feed forward artificial neural networks
- black scholes
- stock price
- numerical methods
- dynamical systems
- decision analysis
- real option
- boundary value problem
- initial conditions
- decision making
- continuous functions
- partial differential equations
- black scholes model
- difference equations
- multi objective
- non stationary
- graphical models
- text mining
- np hard
- bayesian networks