{"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","School of Science, Beijing University of Posts and Telecommunications, Beijing, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Science, Beijing University of Posts and Telecommunications, Beijing, 100876, China","institution_ids":["https://openalex.org/I139759216"]},{"raw_affiliation_string":"School of Science, Beijing University of Posts and Telecommunications, Beijing, 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","School of Science, Beijing University of Posts and Telecommunications, Beijing, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Science, Beijing University of Posts and Telecommunications, Beijing, 100876, China","institution_ids":["https://openalex.org/I139759216"]},{"raw_affiliation_string":"School of Science, Beijing University of Posts and Telecommunications, Beijing, 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":true,"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","Research Center of Applied Finance and School of Finance and Banking, University of International Business and Economics, Beijing, China"],"raw_orcid":null,"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"]},{"raw_affiliation_string":"Research Center of Applied Finance and School of Finance and Banking, University of International Business and Economics, Beijing, 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":true,"raw_author_name":"Zengwu Wang","raw_affiliation_strings":["Institute of Finance and Banking, Chinese Academy of Social Sciences, Beijing, 100029, China","Institute of Finance and Banking, Chinese Academy of Social Sciences, Beijing, China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institute of Finance and Banking, Chinese Academy of Social Sciences, Beijing, 100029, China","institution_ids":["https://openalex.org/I114218197","https://openalex.org/I4210154711"]},{"raw_affiliation_string":"Institute of Finance and Banking, Chinese Academy of Social Sciences, Beijing, China","institution_ids":["https://openalex.org/I114218197","https://openalex.org/I4210154711"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5014361084","https://openalex.org/A5048921177","https://openalex.org/A5053099802"],"corresponding_institution_ids":["https://openalex.org/I114218197","https://openalex.org/I139759216","https://openalex.org/I146563203","https://openalex.org/I4210154711"],"apc_list":{"value":3090,"currency":"USD","value_usd":3090},"apc_paid":null,"fwci":2.0132,"has_fulltext":false,"cited_by_count":8,"citation_normalized_percentile":{"value":0.87333415,"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":2},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":2},{"year":2023,"cited_by_count":2}],"updated_date":"2026-08-21T09:56:20.448147","created_date":"2025-10-10T00:00:00"}