Uncertain barrier swaption pricing problem based on the fractional differential equation in Caputo sense.
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| Title: | Uncertain barrier swaption pricing problem based on the fractional differential equation in Caputo sense. |
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| Authors: | Jin, Ting1, Li, Fuzhen1, Peng, Hongjun2, penghj@njfu.edu.cn, Li, Bo3, Jiang, Depeng4 |
| Source: | Soft Computing - A Fusion of Foundations, Methodologies & Applications; Aug2023, Vol. 27 Issue 16, p11587-11602, 16p |
| Database: | Applied Science & Technology Source |
| ISSN: | 14327643 |
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| DOI: | 10.1007/s00500-023-08153-5 |
