{"id":"https://openalex.org/W4322746077","doi":"https://doi.org/10.1007/s11424-023-1140-1","title":"Vulnerable European Call Option Pricing Based on Uncertain Fractional Differential Equation","display_name":"Vulnerable European Call Option Pricing Based on Uncertain Fractional Differential Equation","publication_year":2023,"publication_date":"2023-02-01","ids":{"openalex":"https://openalex.org/W4322746077","doi":"https://doi.org/10.1007/s11424-023-1140-1"},"language":"en","primary_location":{"id":"doi:10.1007/s11424-023-1140-1","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11424-023-1140-1","pdf_url":null,"source":{"id":"https://openalex.org/S45848134","display_name":"Journal of Systems Science and Complexity","issn_l":"1009-6124","issn":["1009-6124","1559-7067"],"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 Systems Science and Complexity","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/A5053099802","display_name":"Ziqi Lei","orcid":null},"institutions":[{"id":"https://openalex.org/I139759216","display_name":"Beijing University of Posts and Telecommunications","ror":"https://ror.org/04w9fbh59","country_code":"CN","type":"education","lineage":["https://openalex.org/I139759216"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Ziqi Lei","raw_affiliation_strings":["School of Science, Beijing University of Posts and Telecommunications, Beijing, 100876, China"],"affiliations":[{"raw_affiliation_string":"School of Science, Beijing University of Posts and Telecommunications, Beijing, 100876, China","institution_ids":["https://openalex.org/I139759216"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101606563","display_name":"Qing Zhou","orcid":"https://orcid.org/0000-0002-0068-0611"},"institutions":[{"id":"https://openalex.org/I139759216","display_name":"Beijing University of Posts and Telecommunications","ror":"https://ror.org/04w9fbh59","country_code":"CN","type":"education","lineage":["https://openalex.org/I139759216"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Qing Zhou","raw_affiliation_strings":["School of Science, Beijing University of Posts and Telecommunications, Beijing, 100876, China"],"affiliations":[{"raw_affiliation_string":"School of Science, Beijing University of Posts and Telecommunications, Beijing, 100876, China","institution_ids":["https://openalex.org/I139759216"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5048921177","display_name":"Weixing Wu","orcid":"https://orcid.org/0000-0002-5397-2917"},"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":"Weixing Wu","raw_affiliation_strings":["Research Center of Applied Finance and School of Finance and Banking, University of International Business and Economics, Beijing, 100029, China"],"affiliations":[{"raw_affiliation_string":"Research Center of Applied Finance and School of Finance and Banking, University of International Business and Economics, Beijing, 100029, China","institution_ids":["https://openalex.org/I146563203"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5014361084","display_name":"Zengwu Wang","orcid":"https://orcid.org/0000-0003-1613-5076"},"institutions":[{"id":"https://openalex.org/I114218197","display_name":"Chinese Academy of Social Sciences","ror":"https://ror.org/05bxbmy32","country_code":"CN","type":"facility","lineage":["https://openalex.org/I114218197"]},{"id":"https://openalex.org/I4210154711","display_name":"Institute of Finance and Banking","ror":"https://ror.org/05qs80z63","country_code":"CN","type":"facility","lineage":["https://openalex.org/I114218197","https://openalex.org/I4210154711"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Zengwu Wang","raw_affiliation_strings":["Institute of Finance and Banking, Chinese Academy of Social Sciences, Beijing, 100029, China"],"affiliations":[{"raw_affiliation_string":"Institute of Finance and Banking, Chinese Academy of Social Sciences, Beijing, 100029, China","institution_ids":["https://openalex.org/I4210154711","https://openalex.org/I114218197"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5053099802"],"corresponding_institution_ids":["https://openalex.org/I139759216"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":2.3075,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.8881965,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":94,"max":98},"biblio":{"volume":"36","issue":"1","first_page":"328","last_page":"359"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9980999827384949,"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":0.9980999827384949,"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":0.9970999956130981,"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/T10541","display_name":"Nonlinear Differential Equations Analysis","score":0.9879999756813049,"subfield":{"id":"https://openalex.org/subfields/2604","display_name":"Applied Mathematics"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stochastic-differential-equation","display_name":"Stochastic differential equation","score":0.4967043995857239},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.49647432565689087},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.49639755487442017},{"id":"https://openalex.org/keywords/path-dependent","display_name":"Path dependent","score":0.4806172251701355},{"id":"https://openalex.org/keywords/asset","display_name":"Asset (computer security)","score":0.4757106900215149},{"id":"https://openalex.org/keywords/counterparty","display_name":"Counterparty","score":0.45165786147117615},{"id":"https://openalex.org/keywords/type","display_name":"Type (biology)","score":0.44845151901245117},{"id":"https://openalex.org/keywords/differential-equation","display_name":"Differential equation","score":0.44548124074935913},{"id":"https://openalex.org/keywords/path","display_name":"Path (computing)","score":0.4137188792228699},{"id":"https://openalex.org/keywords/basis","display_name":"Basis (linear algebra)","score":0.41258007287979126},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3851454257965088},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3567061722278595},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.33043280243873596},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.3009451925754547},{"id":"https://openalex.org/keywords/credit-risk","display_name":"Credit risk","score":0.23145028948783875},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.21012914180755615},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.16972199082374573}],"concepts":[{"id":"https://openalex.org/C51955184","wikidata":"https://www.wikidata.org/wiki/Q1545585","display_name":"Stochastic differential equation","level":2,"score":0.4967043995857239},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.49647432565689087},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.49639755487442017},{"id":"https://openalex.org/C3020054081","wikidata":"https://www.wikidata.org/wiki/Q1093521","display_name":"Path dependent","level":2,"score":0.4806172251701355},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.4757106900215149},{"id":"https://openalex.org/C2779312582","wikidata":"https://www.wikidata.org/wiki/Q1783272","display_name":"Counterparty","level":3,"score":0.45165786147117615},{"id":"https://openalex.org/C2777299769","wikidata":"https://www.wikidata.org/wiki/Q3707858","display_name":"Type (biology)","level":2,"score":0.44845151901245117},{"id":"https://openalex.org/C78045399","wikidata":"https://www.wikidata.org/wiki/Q11214","display_name":"Differential equation","level":2,"score":0.44548124074935913},{"id":"https://openalex.org/C2777735758","wikidata":"https://www.wikidata.org/wiki/Q817765","display_name":"Path (computing)","level":2,"score":0.4137188792228699},{"id":"https://openalex.org/C12426560","wikidata":"https://www.wikidata.org/wiki/Q189569","display_name":"Basis (linear algebra)","level":2,"score":0.41258007287979126},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3851454257965088},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3567061722278595},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.33043280243873596},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.3009451925754547},{"id":"https://openalex.org/C178350159","wikidata":"https://www.wikidata.org/wiki/Q162714","display_name":"Credit risk","level":2,"score":0.23145028948783875},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.21012914180755615},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.16972199082374573},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","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/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s11424-023-1140-1","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11424-023-1140-1","pdf_url":null,"source":{"id":"https://openalex.org/S45848134","display_name":"Journal of Systems Science and Complexity","issn_l":"1009-6124","issn":["1009-6124","1559-7067"],"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 Systems Science and Complexity","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":24,"referenced_works":["https://openalex.org/W1530224611","https://openalex.org/W1893477298","https://openalex.org/W1981136728","https://openalex.org/W2026999635","https://openalex.org/W2051563587","https://openalex.org/W2059516393","https://openalex.org/W2077791698","https://openalex.org/W2082317778","https://openalex.org/W2107711400","https://openalex.org/W2152380123","https://openalex.org/W2164919501","https://openalex.org/W2401930306","https://openalex.org/W2473526392","https://openalex.org/W2573492125","https://openalex.org/W2609032503","https://openalex.org/W2885831574","https://openalex.org/W2897396761","https://openalex.org/W2960652284","https://openalex.org/W2968086638","https://openalex.org/W3009340842","https://openalex.org/W3125222357","https://openalex.org/W3133841657","https://openalex.org/W4236400424","https://openalex.org/W4236577982"],"related_works":["https://openalex.org/W2142984250","https://openalex.org/W2094520937","https://openalex.org/W3183160026","https://openalex.org/W2610547655","https://openalex.org/W3124561861","https://openalex.org/W2543059008","https://openalex.org/W183187753","https://openalex.org/W4313400681","https://openalex.org/W3146125372","https://openalex.org/W4366196958"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":2}],"updated_date":"2026-04-23T09:07:50.710637","created_date":"2025-10-10T00:00:00"}