Oct 22, 2018 · In this paper, we investigate a new version of stock model under uncertain circumstances for uncertain stock markets.

In this paper, we investigate a new version of stock model under uncertain circumstances for uncertain stock markets. Firstly, solutions to some uncertain ...

In this paper, we investigate a new version of stock model under uncertain circumstances for uncertain stock markets. Firstly, solutions to some uncertain ...

Nov 13, 2023 · Firstly, solutions to some uncertain fractional differential equations are presented by employing the Mittag-Leffler function. Then, a new ...

A new uncertain stock model with mean-reverting process is formulated on the basis of uncertain fractional differential equations and European option ...

This paper calculates the moments of a fractional Liu process and the expected value of a geometric fractional Liu process.

European option pricing model based on uncertain fractional differential equation. https://doi.org/10.1007/s10700-018-9293-4.

This paper presents two new versions of uncertain market models for valuing vulnerable European call option. The dynamics of underlying asset, ...

Apr 27, 2023 · In this paper, we consider the European option pricing problem by applying the Caputo-Hadamard UFDEs to simulate the dynamic change of stock ...

In this paper, we use a Caputo-Hadamard uncertain fractional differential equation (UFDE) to describe the changes of carbon emission rights price.