Vulnerable European Call Option Pricing Based on Uncertain Fractional Differential Equation

Ziqi Lei, Qing Zhou, Weixing Wu, Zengwu Wang. Vulnerable European Call Option Pricing Based on Uncertain Fractional Differential Equation. J. Systems Science & Complexity, 36(1):328-359, February 2023. [doi]

Authors

Ziqi Lei

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Qing Zhou

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Weixing Wu

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Zengwu Wang

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