{"id":"https://openalex.org/W4297988492","doi":"https://doi.org/10.1007/s10957-022-02108-w","title":"European Option Pricing Under Fuzzy CEV Model","display_name":"European Option Pricing Under Fuzzy CEV Model","publication_year":2022,"publication_date":"2022-09-29","ids":{"openalex":"https://openalex.org/W4297988492","doi":"https://doi.org/10.1007/s10957-022-02108-w"},"language":"en","primary_location":{"id":"doi:10.1007/s10957-022-02108-w","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10957-022-02108-w","pdf_url":null,"source":{"id":"https://openalex.org/S52430896","display_name":"Journal of Optimization Theory and Applications","issn_l":"0022-3239","issn":["0022-3239","1573-2878"],"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":"Journal of Optimization Theory and Applications","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/A5035214213","display_name":"Xinyue Wei","orcid":null},"institutions":[{"id":"https://openalex.org/I43337087","display_name":"Hebei University","ror":"https://ror.org/01p884a79","country_code":"CN","type":"education","lineage":["https://openalex.org/I43337087"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Xinyue Wei","raw_affiliation_strings":["College of Mathematics and Information Science, Hebei University, Baoding, 071002, China"],"affiliations":[{"raw_affiliation_string":"College of Mathematics and Information Science, Hebei University, Baoding, 071002, China","institution_ids":["https://openalex.org/I43337087"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5088538223","display_name":"Cuilian You","orcid":"https://orcid.org/0000-0002-9855-7370"},"institutions":[{"id":"https://openalex.org/I43337087","display_name":"Hebei University","ror":"https://ror.org/01p884a79","country_code":"CN","type":"education","lineage":["https://openalex.org/I43337087"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Cuilian You","raw_affiliation_strings":["College of Mathematics and Information Science, Hebei University, Baoding, 071002, China","Hebei Key Lab of Machine Learning and Computation Intelligence, Hebei University, Baoding, 071002, China"],"affiliations":[{"raw_affiliation_string":"College of Mathematics and Information Science, Hebei University, Baoding, 071002, China","institution_ids":["https://openalex.org/I43337087"]},{"raw_affiliation_string":"Hebei Key Lab of Machine Learning and Computation Intelligence, Hebei University, Baoding, 071002, China","institution_ids":["https://openalex.org/I43337087"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5115603658","display_name":"Yujie Zhang","orcid":"https://orcid.org/0000-0002-5524-2790"},"institutions":[{"id":"https://openalex.org/I43337087","display_name":"Hebei University","ror":"https://ror.org/01p884a79","country_code":"CN","type":"education","lineage":["https://openalex.org/I43337087"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yujie Zhang","raw_affiliation_strings":["College of Mathematics and Information Science, Hebei University, Baoding, 071002, China"],"affiliations":[{"raw_affiliation_string":"College of Mathematics and Information Science, Hebei University, Baoding, 071002, China","institution_ids":["https://openalex.org/I43337087"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5035214213"],"corresponding_institution_ids":["https://openalex.org/I43337087"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":0.4165,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.64793186,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":99},"biblio":{"volume":"196","issue":"2","first_page":"415","last_page":"432"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9937000274658203,"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":0.9937000274658203,"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/T12137","display_name":"Economic theories and models","score":0.9869999885559082,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"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/T10007","display_name":"Monetary Policy and Economic Impact","score":0.9653000235557556,"subfield":{"id":"https://openalex.org/subfields/2000","display_name":"General Economics, Econometrics and 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"}}],"keywords":[{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.6122856736183167},{"id":"https://openalex.org/keywords/constant-elasticity-of-variance-model","display_name":"Constant elasticity of variance model","score":0.5320452451705933},{"id":"https://openalex.org/keywords/fuzzy-logic","display_name":"Fuzzy logic","score":0.5285555124282837},{"id":"https://openalex.org/keywords/valuation-of-options","display_name":"Valuation of options","score":0.5261356830596924},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.48667460680007935},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.4523218870162964},{"id":"https://openalex.org/keywords/elasticity","display_name":"Elasticity (physics)","score":0.4490627646446228},{"id":"https://openalex.org/keywords/hedge","display_name":"Hedge","score":0.42688125371932983},{"id":"https://openalex.org/keywords/implied-volatility","display_name":"Implied volatility","score":0.4011520743370056},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.37021404504776},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.20983630418777466},{"id":"https://openalex.org/keywords/volatility-swap","display_name":"Volatility swap","score":0.1561897099018097}],"concepts":[{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6122856736183167},{"id":"https://openalex.org/C64133820","wikidata":"https://www.wikidata.org/wiki/Q5163651","display_name":"Constant elasticity of variance model","level":5,"score":0.5320452451705933},{"id":"https://openalex.org/C58166","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy logic","level":2,"score":0.5285555124282837},{"id":"https://openalex.org/C194483076","wikidata":"https://www.wikidata.org/wiki/Q380382","display_name":"Valuation of options","level":2,"score":0.5261356830596924},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.48667460680007935},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.4523218870162964},{"id":"https://openalex.org/C121854251","wikidata":"https://www.wikidata.org/wiki/Q62932","display_name":"Elasticity (physics)","level":2,"score":0.4490627646446228},{"id":"https://openalex.org/C70771513","wikidata":"https://www.wikidata.org/wiki/Q235779","display_name":"Hedge","level":2,"score":0.42688125371932983},{"id":"https://openalex.org/C24189920","wikidata":"https://www.wikidata.org/wiki/Q1660345","display_name":"Implied volatility","level":3,"score":0.4011520743370056},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.37021404504776},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.20983630418777466},{"id":"https://openalex.org/C192620184","wikidata":"https://www.wikidata.org/wiki/Q7940002","display_name":"Volatility swap","level":4,"score":0.1561897099018097},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0},{"id":"https://openalex.org/C159985019","wikidata":"https://www.wikidata.org/wiki/Q181790","display_name":"Composite material","level":1,"score":0.0},{"id":"https://openalex.org/C192562407","wikidata":"https://www.wikidata.org/wiki/Q228736","display_name":"Materials science","level":0,"score":0.0},{"id":"https://openalex.org/C18903297","wikidata":"https://www.wikidata.org/wiki/Q7150","display_name":"Ecology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10957-022-02108-w","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10957-022-02108-w","pdf_url":null,"source":{"id":"https://openalex.org/S52430896","display_name":"Journal of Optimization Theory and Applications","issn_l":"0022-3239","issn":["0022-3239","1573-2878"],"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":"Journal of Optimization Theory and Applications","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:joptap:v:196:y:2023:i:2:d:10.1007_s10957-022-02108-w","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10957-022-02108-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":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":20,"referenced_works":["https://openalex.org/W970969102","https://openalex.org/W1966119267","https://openalex.org/W2009339555","https://openalex.org/W2015668163","https://openalex.org/W2077791698","https://openalex.org/W2128530362","https://openalex.org/W2559969663","https://openalex.org/W2806406393","https://openalex.org/W2890988043","https://openalex.org/W2896014241","https://openalex.org/W2943240096","https://openalex.org/W3015811086","https://openalex.org/W3023199142","https://openalex.org/W3094918355","https://openalex.org/W3129912353","https://openalex.org/W3177225730","https://openalex.org/W3207836271","https://openalex.org/W4211007335","https://openalex.org/W4230588984","https://openalex.org/W4254329280"],"related_works":["https://openalex.org/W2970588134","https://openalex.org/W2071907379","https://openalex.org/W2213614553","https://openalex.org/W3124385409","https://openalex.org/W2185269717","https://openalex.org/W2140773492","https://openalex.org/W2342252171","https://openalex.org/W3123755218","https://openalex.org/W2111905316","https://openalex.org/W2892127685"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
