Uncertain barrier swaption pricing problem based on the fractional differential equation in Caputo sense.
Ting JinFuzhen LiHongjun PengBo LiDepeng JiangPublished in: Soft Comput. (2023)
Keyphrases
- differential equations
- fractional order
- feed forward artificial neural networks
- dynamical systems
- initial conditions
- boundary value problem
- ordinary differential equations
- nonlinear differential equations
- numerical solution
- numerical methods
- continuous functions
- difference equations
- partial differential equations
- dynamic pricing
- brownian motion
- search algorithm