{"id":"https://openalex.org/W4401981607","doi":"https://doi.org/10.1007/s00500-024-09663-6","title":"The option pricing problem based on the uncertain fractional volatility stock model","display_name":"The option pricing problem based on the uncertain fractional volatility stock model","publication_year":2024,"publication_date":"2024-08-20","ids":{"openalex":"https://openalex.org/W4401981607","doi":"https://doi.org/10.1007/s00500-024-09663-6"},"language":"en","primary_location":{"id":"doi:10.1007/s00500-024-09663-6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00500-024-09663-6","pdf_url":null,"source":{"id":"https://openalex.org/S65753830","display_name":"Soft Computing","issn_l":"1432-7643","issn":["1432-7643","1433-7479"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Soft Computing","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5084307131","display_name":"Wenxiu Gong","orcid":"https://orcid.org/0000-0001-7211-7521"},"institutions":[{"id":"https://openalex.org/I80143920","display_name":"Shandong University of Science and Technology","ror":"https://ror.org/04gtjhw98","country_code":"CN","type":"education","lineage":["https://openalex.org/I80143920"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Wenxiu Gong","raw_affiliation_strings":["College of Mathematics and Systems Science, Shandong University of Science and Technology, Qingdao, 266590, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"College of Mathematics and Systems Science, Shandong University of Science and Technology, Qingdao, 266590, China","institution_ids":["https://openalex.org/I80143920"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5102116138","display_name":"Mengli Tian","orcid":"https://orcid.org/0000-0002-4938-9518"},"institutions":[{"id":"https://openalex.org/I143593769","display_name":"East China University of Science and Technology","ror":"https://ror.org/01vyrm377","country_code":"CN","type":"education","lineage":["https://openalex.org/I143593769"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Miao Tian","raw_affiliation_strings":["School of Sciences, East China University of Science and Technology, Shanghai, 200237, China"],"raw_orcid":"https://orcid.org/0000-0002-4938-9518","affiliations":[{"raw_affiliation_string":"School of Sciences, East China University of Science and Technology, Shanghai, 200237, China","institution_ids":["https://openalex.org/I143593769"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5023866159","display_name":"Xiangfeng Yang","orcid":"https://orcid.org/0000-0002-9792-9566"},"institutions":[{"id":"https://openalex.org/I146563203","display_name":"University of International Business and Economics","ror":"https://ror.org/05khqpb71","country_code":"CN","type":"education","lineage":["https://openalex.org/I146563203"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Xiangfeng Yang","raw_affiliation_strings":["School of Information Technology and Management, University of International Business and Economics, Beijing, 100029, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Information Technology and Management, University of International Business and Economics, Beijing, 100029, China","institution_ids":["https://openalex.org/I146563203"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5004033687","display_name":"Yesen Sun","orcid":"https://orcid.org/0000-0002-8385-8736"},"institutions":[{"id":"https://openalex.org/I37987034","display_name":"Guangzhou University","ror":"https://ror.org/05ar8rn06","country_code":"CN","type":"education","lineage":["https://openalex.org/I37987034"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yesen Sun","raw_affiliation_strings":["School of Economics and Statistics, Guangzhou University, Guangzhou, 510006, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Economics and Statistics, Guangzhou University, Guangzhou, 510006, China","institution_ids":["https://openalex.org/I37987034"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5102116138"],"corresponding_institution_ids":["https://openalex.org/I143593769"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":1.0381,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.78216767,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":95,"max":96},"biblio":{"volume":"30","issue":"3","first_page":"2039","last_page":"2050"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9959999918937683,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9959999918937683,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9958999752998352,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9843000173568726,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.4945223033428192},{"id":"https://openalex.org/keywords/valuation-of-options","display_name":"Valuation of options","score":0.47716110944747925},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.47314655780792236},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.4628341495990753},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.45550277829170227},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3785558044910431},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3760731816291809},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.34476590156555176},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.32662123441696167},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.07513481378555298}],"concepts":[{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.4945223033428192},{"id":"https://openalex.org/C194483076","wikidata":"https://www.wikidata.org/wiki/Q380382","display_name":"Valuation of options","level":2,"score":0.47716110944747925},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.47314655780792236},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4628341495990753},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.45550277829170227},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3785558044910431},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3760731816291809},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.34476590156555176},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.32662123441696167},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.07513481378555298},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s00500-024-09663-6","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00500-024-09663-6","pdf_url":null,"source":{"id":"https://openalex.org/S65753830","display_name":"Soft Computing","issn_l":"1432-7643","issn":["1432-7643","1433-7479"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Soft Computing","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals","score":0.4399999976158142}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":36,"referenced_works":["https://openalex.org/W1815010800","https://openalex.org/W1978032414","https://openalex.org/W2017297397","https://openalex.org/W2026999635","https://openalex.org/W2051563587","https://openalex.org/W2064978316","https://openalex.org/W2077791698","https://openalex.org/W2094206697","https://openalex.org/W2139905755","https://openalex.org/W2148080284","https://openalex.org/W2152380123","https://openalex.org/W2157858527","https://openalex.org/W2230870193","https://openalex.org/W2401930306","https://openalex.org/W2590563850","https://openalex.org/W2606376523","https://openalex.org/W2616402233","https://openalex.org/W2793852330","https://openalex.org/W2896858168","https://openalex.org/W2897396761","https://openalex.org/W2946244885","https://openalex.org/W2960652284","https://openalex.org/W2968086638","https://openalex.org/W2998410566","https://openalex.org/W3024688530","https://openalex.org/W3026192632","https://openalex.org/W3112573264","https://openalex.org/W3141237502","https://openalex.org/W3164746976","https://openalex.org/W3178251513","https://openalex.org/W3206626709","https://openalex.org/W3211712600","https://openalex.org/W4253062931","https://openalex.org/W4295127404","https://openalex.org/W4304808107","https://openalex.org/W4378652138"],"related_works":["https://openalex.org/W2291973775","https://openalex.org/W2172176281","https://openalex.org/W2326995271","https://openalex.org/W2313663880","https://openalex.org/W4246333074","https://openalex.org/W2753760220","https://openalex.org/W93195270","https://openalex.org/W3154843575","https://openalex.org/W2392378997","https://openalex.org/W4206561137"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":2}],"updated_date":"2026-03-17T06:59:57.516163","created_date":"2025-10-10T00:00:00"}