{"id":"https://openalex.org/W3043604544","doi":"https://doi.org/10.1007/s10700-020-09333-w","title":"Barrier option pricing formulas of an uncertain stock model","display_name":"Barrier option pricing formulas of an uncertain stock model","publication_year":2020,"publication_date":"2020-07-18","ids":{"openalex":"https://openalex.org/W3043604544","doi":"https://doi.org/10.1007/s10700-020-09333-w","mag":"3043604544"},"language":"en","primary_location":{"id":"doi:10.1007/s10700-020-09333-w","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10700-020-09333-w","pdf_url":null,"source":{"id":"https://openalex.org/S93986401","display_name":"Fuzzy Optimization and Decision Making","issn_l":"1568-4539","issn":["1568-4539","1573-2908"],"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":"Fuzzy Optimization and Decision Making","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/A5101666890","display_name":"Kai Yao","orcid":"https://orcid.org/0000-0002-2040-7380"},"institutions":[{"id":"https://openalex.org/I4210165038","display_name":"University of Chinese Academy of Sciences","ror":"https://ror.org/05qbk4x57","country_code":"CN","type":"education","lineage":["https://openalex.org/I19820366","https://openalex.org/I4210165038"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Kai Yao","raw_affiliation_strings":["School of Economics and Management, University of Chinese Academy of Sciences, Beijing, 100190, China"],"raw_orcid":"https://orcid.org/0000-0002-2040-7380","affiliations":[{"raw_affiliation_string":"School of Economics and Management, University of Chinese Academy of Sciences, Beijing, 100190, China","institution_ids":["https://openalex.org/I4210165038"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5009910997","display_name":"Zhongfeng Qin","orcid":"https://orcid.org/0000-0003-3875-2518"},"institutions":[{"id":"https://openalex.org/I82880672","display_name":"Beihang University","ror":"https://ror.org/00wk2mp56","country_code":"CN","type":"education","lineage":["https://openalex.org/I82880672"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Zhongfeng Qin","raw_affiliation_strings":["School of Economics and Management, Beihang University, Beijing, 100191, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Economics and Management, Beihang University, Beijing, 100191, China","institution_ids":["https://openalex.org/I82880672"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5009910997"],"corresponding_institution_ids":["https://openalex.org/I82880672"],"apc_list":{"value":2590,"currency":"EUR","value_usd":3390},"apc_paid":null,"fwci":6.1963,"has_fulltext":false,"cited_by_count":47,"citation_normalized_percentile":{"value":0.97301063,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":97,"max":99},"biblio":{"volume":"20","issue":"1","first_page":"81","last_page":"100"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9987000226974487,"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"}},"topics":[{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9987000226974487,"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/T10067","display_name":"Stochastic processes and financial applications","score":0.9699000120162964,"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/T11413","display_name":"Risk and Portfolio Optimization","score":0.968999981880188,"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/barrier-option","display_name":"Barrier option","score":0.8056092262268066},{"id":"https://openalex.org/keywords/uncertainty-theory","display_name":"Uncertainty theory","score":0.7126489281654358},{"id":"https://openalex.org/keywords/stock","display_name":"Stock (firearms)","score":0.6142017245292664},{"id":"https://openalex.org/keywords/path-dependent","display_name":"Path dependent","score":0.5904289484024048},{"id":"https://openalex.org/keywords/exotic-option","display_name":"Exotic option","score":0.559256911277771},{"id":"https://openalex.org/keywords/valuation-of-options","display_name":"Valuation of options","score":0.5278372764587402},{"id":"https://openalex.org/keywords/monte-carlo-methods-for-option-pricing","display_name":"Monte Carlo methods for option pricing","score":0.510480523109436},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.47133374214172363},{"id":"https://openalex.org/keywords/finite-difference-methods-for-option-pricing","display_name":"Finite difference methods for option pricing","score":0.442894846200943},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4320790767669678},{"id":"https://openalex.org/keywords/stock-price","display_name":"Stock price","score":0.4252523183822632},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.4173542857170105},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3948304057121277},{"id":"https://openalex.org/keywords/black\u2013scholes-model","display_name":"Black\u2013Scholes model","score":0.39135074615478516},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.3347867429256439},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.30017149448394775},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.06523367762565613}],"concepts":[{"id":"https://openalex.org/C2776631005","wikidata":"https://www.wikidata.org/wiki/Q808919","display_name":"Barrier option","level":2,"score":0.8056092262268066},{"id":"https://openalex.org/C51152595","wikidata":"https://www.wikidata.org/wiki/Q7882501","display_name":"Uncertainty theory","level":2,"score":0.7126489281654358},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.6142017245292664},{"id":"https://openalex.org/C3020054081","wikidata":"https://www.wikidata.org/wiki/Q1093521","display_name":"Path dependent","level":2,"score":0.5904289484024048},{"id":"https://openalex.org/C138060521","wikidata":"https://www.wikidata.org/wiki/Q584207","display_name":"Exotic option","level":3,"score":0.559256911277771},{"id":"https://openalex.org/C194483076","wikidata":"https://www.wikidata.org/wiki/Q380382","display_name":"Valuation of options","level":2,"score":0.5278372764587402},{"id":"https://openalex.org/C101710237","wikidata":"https://www.wikidata.org/wiki/Q6904701","display_name":"Monte Carlo methods for option pricing","level":3,"score":0.510480523109436},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.47133374214172363},{"id":"https://openalex.org/C104859751","wikidata":"https://www.wikidata.org/wiki/Q5450390","display_name":"Finite difference methods for option pricing","level":4,"score":0.442894846200943},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4320790767669678},{"id":"https://openalex.org/C2988984586","wikidata":"https://www.wikidata.org/wiki/Q1020013","display_name":"Stock price","level":3,"score":0.4252523183822632},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.4173542857170105},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3948304057121277},{"id":"https://openalex.org/C163128081","wikidata":"https://www.wikidata.org/wiki/Q1338307","display_name":"Black\u2013Scholes model","level":3,"score":0.39135074615478516},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.3347867429256439},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.30017149448394775},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.06523367762565613},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10700-020-09333-w","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10700-020-09333-w","pdf_url":null,"source":{"id":"https://openalex.org/S93986401","display_name":"Fuzzy Optimization and Decision Making","issn_l":"1568-4539","issn":["1568-4539","1573-2908"],"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":"Fuzzy Optimization and Decision Making","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:fuzodm:v:20:y:2021:i:1:d:10.1007_s10700-020-09333-w","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10700-020-09333-w","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G4855141312","display_name":null,"funder_award_id":"71771011","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320326972","display_name":"University of Chinese Academy of Sciences","ror":"https://ror.org/05qbk4x57"}],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":21,"referenced_works":["https://openalex.org/W19259067","https://openalex.org/W774935708","https://openalex.org/W1503295912","https://openalex.org/W1606449868","https://openalex.org/W2021171753","https://openalex.org/W2077791698","https://openalex.org/W2144738716","https://openalex.org/W2151376743","https://openalex.org/W2152380123","https://openalex.org/W2162398911","https://openalex.org/W2785418487","https://openalex.org/W2897396761","https://openalex.org/W2912189486","https://openalex.org/W2927877475","https://openalex.org/W2946244885","https://openalex.org/W2960652284","https://openalex.org/W3134218764","https://openalex.org/W4231057775","https://openalex.org/W4285719527","https://openalex.org/W6678868654","https://openalex.org/W6682597882"],"related_works":["https://openalex.org/W2785696775","https://openalex.org/W2909024759","https://openalex.org/W2367696439","https://openalex.org/W649070193","https://openalex.org/W2391639690","https://openalex.org/W177835522","https://openalex.org/W2208079491","https://openalex.org/W1190601207","https://openalex.org/W4252003699","https://openalex.org/W3101063493"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":12},{"year":2024,"cited_by_count":5},{"year":2023,"cited_by_count":14},{"year":2022,"cited_by_count":6},{"year":2021,"cited_by_count":4},{"year":2020,"cited_by_count":4}],"updated_date":"2026-05-12T08:28:47.272897","created_date":"2025-10-10T00:00:00"}