Option pricing formulas based on uncertain fractional differential equation.
Weiwei WangDan A. RalescuPublished in: Fuzzy Optim. Decis. Mak. (2021)
Keyphrases
- differential equations
- option pricing
- feed forward artificial neural networks
- black scholes
- numerical methods
- stock price
- dynamical systems
- decision analysis
- decision making
- black scholes model
- real option
- continuous functions
- boundary value problem
- partial differential equations
- multi objective
- influence diagrams
- data mining techniques
- fuzzy logic