Vulnerable European Call Option Pricing Based on Uncertain Fractional Differential Equation

LEI Ziqi, ZHOU Qing, WU Weixing, WANG Zengwu

Journal of Systems Science & Complexity ›› 2023, Vol. 36 ›› Issue (1) : 328-359.

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PDF(363 KB)
Journal of Systems Science & Complexity ›› 2023, Vol. 36 ›› Issue (1) : 328-359. DOI: 10.1007/s11424-023-1140-1

Vulnerable European Call Option Pricing Based on Uncertain Fractional Differential Equation

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2023, 36(1): 328-359 https://doi.org/10.1007/s11424-023-1140-1

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