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

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Bibliographic Details
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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