Uncertain Currency Option Pricing Based on the Fractional Differential Equation in the Caputo Sense
The foreign exchange market comprises the largest global volume, so the pricing of foreign exchange options has always been a hot issue in the foreign exchange market. This paper treats the exchange rate as an uncertain process that is described by an uncertain fractional differential equation, and...
| Main Authors: | , , , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-07-01
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| Series: | Fractal and Fractional |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2504-3110/6/8/407 |