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Lookback option pricing models based on the uncertain fractional-order differential equation with Caputo type.

Ting JinHongxuan Xia
Published in: J. Ambient Intell. Humaniz. Comput. (2023)
Keyphrases
  • differential equations
  • fractional order
  • option pricing
  • dynamical systems
  • initial conditions
  • numerical methods
  • decision analysis