Reliability index and Asian barrier option pricing formulas of the uncertain fractional first-hitting time model with Caputo type
Ting Jin, Hui Ding, Hongxuan Xia, Jinfeng Bao
Topics & Concepts
Hitting timeBarrier optionSpeculationReliability (semiconductor)Derivative (finance)Index (typography)Measure (data warehouse)Mathematical optimizationMathematicsComputer scienceEconometricsEconomicsFinancial economicsFinanceCombinatoricsPower (physics)World Wide WebQuantum mechanicsPhysicsDatabaseFuzzy Systems and OptimizationStochastic processes and financial applicationsRisk and Portfolio Optimization