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      Uncertain barrier swaption pricing problem based on the fractional differential equation in Caputo sense

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          The Pricing of Options and Corporate Liabilities

          Fischer Black, Myron Scholes (1973)
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            Existence and uniqueness theorem for uncertain differential equations

            B. Liu, X. Chen (2010)
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              Uncertainty Theory

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                Author and article information

                Journal
                Title: Soft Computing
                Abbreviated Title: Soft Comput
                Publisher: Springer Science and Business Media LLC
                ISSN (Print): 1432-7643
                ISSN (Electronic): 1433-7479
                Publication date Created: August 2023
                Publication date (Electronic): May 29 2023
                Publication date (Print): August 2023
                Volume: 27
                Issue: 16
                Pages: 11587-11602
                Article
                DOI: 10.1007/s00500-023-08153-5
                SO-VID: 8fd88771-1dc0-43fd-a46e-f183e86e985b
                Copyright © © 2023
                License:

                https://www.springernature.com/gp/researchers/text-and-data-mining

                https://www.springernature.com/gp/researchers/text-and-data-mining

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