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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.
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
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  Availability: 0
Header DbId: aci
DbLabel: Applied Science & Technology Source
An: 164552255
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
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  Data: Uncertain barrier swaption pricing problem based on the fractional differential equation in Caputo sense.
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  Data: <searchLink fieldCode="AU" term="%22Jin%2C+Ting%22">Jin, Ting</searchLink><relatesTo>1</relatesTo><br /><searchLink fieldCode="AU" term="%22Li%2C+Fuzhen%22">Li, Fuzhen</searchLink><relatesTo>1</relatesTo><br /><searchLink fieldCode="AU" term="%22Peng%2C+Hongjun%22">Peng, Hongjun</searchLink><relatesTo>2</relatesTo>, <i>penghj@njfu.edu.cn</i><br /><searchLink fieldCode="AU" term="%22Li%2C+Bo%22">Li, Bo</searchLink><relatesTo>3</relatesTo><br /><searchLink fieldCode="AU" term="%22Jiang%2C+Depeng%22">Jiang, Depeng</searchLink><relatesTo>4</relatesTo>
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PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=aci&AN=164552255
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      – Type: doi
        Value: 10.1007/s00500-023-08153-5
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      – Code: eng
        Text: English
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        PageCount: 16
        StartPage: 11587
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            NameFull: Jin, Ting
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            NameFull: Li, Fuzhen
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            NameFull: Peng, Hongjun
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            – D: 15
              M: 08
              Text: Aug2023
              Type: published
              Y: 2023
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              Value: 27
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