Power Option Pricing Based on Time-Fractional Model and Triangular Interval Type-2 Fuzzy Numbers

The problem of generalizing the power option-pricing model to incorporate more empirical features becomes an urgent and necessary event. A new power option pricing method is designed for the financial market uncertainty that simultaneously involves randomness and fuzziness. The randomness in market...

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Bibliographic Details
Main Authors: Tong Wang, Pingping Zhao, Aimin Song
Format: Article
Language:English
Published: Wiley 2022-01-01
Series:Complexity
Online Access:http://dx.doi.org/10.1155/2022/5670482
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