Work

Asian Rainbow Option Pricing Problem Based on Uncertain Fractional Differential Equations

Year: 2024

Type: article

Source: Journal of Uncertain Systems

DOI: 10.1142/s1752890924500296

Authors: Qian Han, Yuanguo Zhu

Institution: Nanjing University of Science and Technology

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4403317547

FWCI: 2.519

Cites: 31

Cited by: 7

Related to: 10