"Uncertain barrier swaption pricing problem based on the fractional ..."

Ting Jin et al. (2023)

> Home

Details and statistics

DOI: 10.1007/S00500-023-08153-5

access: closed

type: Journal Article

metadata version: 2023-07-05

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/soco/JinLPLJ23
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/soco/JinLPLJ23
Ting Jin, Fuzhen Li, Hongjun Peng, Bo Li, Depeng Jiang:
Uncertain barrier swaption pricing problem based on the fractional differential equation in Caputo sense. Soft Comput. 27(16): 11587-11602 (2023)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.