Reliability index and Asian barrier option pricing formulas of the uncertain fractional first-hitting time model with Caputo type

First hitting time about solution for an uncertain fractional differential equation and application to an uncertain risk index model

(2020) Ting Jin et al.   CHAOS SOLITONS & FRACTALS

Risk assessment of uncertain random system—Level-1 and level-2 joint propagation of uncertainty and probability in fault tree analysis

(2020) Lunhu Hu et al.   RELIABILITY ENGINEERING & SYSTEM SAFETY

Parameter estimation of uncertain differential equation with application to financial market

(2020) Xiangfeng Yang et al.   CHAOS SOLITONS & FRACTALS

An Improved Quantum-Inspired Differential Evolution Algorithm for Deep Belief Network

(2020) Wu Deng et al.   IEEE TRANSACTIONS ON INSTRUMENTATION AND MEASUREMENT

Uncertain accelerated degradation modeling and analysis considering epistemic uncertainties in time and unit dimension

(2020) Ji-Peng Wu et al.   RELIABILITY ENGINEERING & SYSTEM SAFETY

Barrier option pricing of mean-reverting stock model in uncertain environment

(2019) Miao Tian et al.   MATHEMATICS AND COMPUTERS IN SIMULATION

Asian-barrier option pricing formulas of uncertain financial market

(2019) Xiangfeng Yang et al.   CHAOS SOLITONS & FRACTALS

Equity warrants pricing problem of mean-reverting model in uncertain environment

(2019) Miao Tian et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Extreme values for solution to uncertain fractional differential equation and application to American option pricing model

(2019) Ting Jin et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Ruin Time of Uncertain Insurance Risk Process

(2018) Kai Yao et al.   IEEE TRANSACTIONS ON FUZZY SYSTEMS

European option pricing model based on uncertain fractional differential equation

(2018) Ziqiang Lu et al.   Fuzzy Optimization and Decision Making

Modeling Accelerated Degradation Data Based on the Uncertain Process

(2018) Xiao-Yang Li et al.   IEEE TRANSACTIONS ON FUZZY SYSTEMS

Lookback option pricing problem of uncertain exponential Ornstein–Uhlenbeck model

(2017) Yin Gao et al.   SOFT COMPUTING

Uncertain fractional differential equations and an interest rate model

(2014) Yuanguo Zhu   MATHEMATICAL METHODS IN THE APPLIED SCIENCES

Extreme value theorems of uncertain process with application to insurance risk model

(2012) Baoding Liu   SOFT COMPUTING