{"id":"https://openalex.org/W4297094234","doi":"https://doi.org/10.1155/2022/5670482","title":"Power Option Pricing Based on Time\u2010Fractional Model and Triangular Interval Type\u20102 Fuzzy Numbers","display_name":"Power Option Pricing Based on Time\u2010Fractional Model and Triangular Interval Type\u20102 Fuzzy Numbers","publication_year":2022,"publication_date":"2022-01-01","ids":{"openalex":"https://openalex.org/W4297094234","doi":"https://doi.org/10.1155/2022/5670482"},"language":"en","primary_location":{"id":"doi:10.1155/2022/5670482","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2022/5670482","pdf_url":"https://downloads.hindawi.com/journals/complexity/2022/5670482.pdf","source":{"id":"https://openalex.org/S207319443","display_name":"Complexity","issn_l":"1076-2787","issn":["1076-2787","1099-0526"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Complexity","raw_type":"journal-article"},"type":"article","indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://downloads.hindawi.com/journals/complexity/2022/5670482.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5100451016","display_name":"Tong Wang","orcid":"https://orcid.org/0000-0002-9403-7167"},"institutions":[{"id":"https://openalex.org/I24201400","display_name":"Chengdu University of Information Technology","ror":"https://ror.org/01yxwrh59","country_code":"CN","type":"education","lineage":["https://openalex.org/I24201400"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Tong Wang","raw_affiliation_strings":["School of Statistics, Chengdu University of Information Technology, Chengdu 610110, China","School of Statistics, Chengdu University of Information Technology, Chengdu 610110"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Statistics, Chengdu University of Information Technology, Chengdu 610110, China","institution_ids":["https://openalex.org/I24201400"]},{"raw_affiliation_string":"School of Statistics, Chengdu University of Information Technology, Chengdu 610110","institution_ids":["https://openalex.org/I24201400"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5020787714","display_name":"Pingping Zhao","orcid":"https://orcid.org/0000-0001-5717-9396"},"institutions":[{"id":"https://openalex.org/I24201400","display_name":"Chengdu University of Information Technology","ror":"https://ror.org/01yxwrh59","country_code":"CN","type":"education","lineage":["https://openalex.org/I24201400"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Pingping Zhao","raw_affiliation_strings":["School of Statistics, Chengdu University of Information Technology, Chengdu 610110, China","School of Statistics, Chengdu University of Information Technology, Chengdu 610110"],"raw_orcid":"https://orcid.org/0000-0001-5717-9396","affiliations":[{"raw_affiliation_string":"School of Statistics, Chengdu University of Information Technology, Chengdu 610110, China","institution_ids":["https://openalex.org/I24201400"]},{"raw_affiliation_string":"School of Statistics, Chengdu University of Information Technology, Chengdu 610110","institution_ids":["https://openalex.org/I24201400"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5072774815","display_name":"Aimin Song","orcid":null},"institutions":[{"id":"https://openalex.org/I4210132282","display_name":"Gansu Normal University for Nationalities","ror":"https://ror.org/03w9cnt37","country_code":"CN","type":"education","lineage":["https://openalex.org/I4210132282"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Aimin Song","raw_affiliation_strings":["Department of Mathematics, Gansu Normal College for Nationalities, Gannan 747000, China","Department of Mathematics, Gansu Normal College for Nationalities, Gannan 747000"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Gansu Normal College for Nationalities, Gannan 747000, China","institution_ids":["https://openalex.org/I4210132282"]},{"raw_affiliation_string":"Department of Mathematics, Gansu Normal College for Nationalities, Gannan 747000","institution_ids":["https://openalex.org/I4210132282"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5020787714"],"corresponding_institution_ids":["https://openalex.org/I24201400"],"apc_list":{"value":2300,"currency":"USD","value_usd":2300},"apc_paid":{"value":2300,"currency":"USD","value_usd":2300},"fwci":1.164,"has_fulltext":true,"cited_by_count":5,"citation_normalized_percentile":{"value":0.79395847,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":97},"biblio":{"volume":"2022","issue":"1","first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9944999814033508,"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":0.9944999814033508,"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/T11052","display_name":"Energy Load and Power Forecasting","score":0.9750999808311462,"subfield":{"id":"https://openalex.org/subfields/2208","display_name":"Electrical and Electronic Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9366000294685364,"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"}}],"keywords":[{"id":"https://openalex.org/keywords/randomness","display_name":"Randomness","score":0.6987242698669434},{"id":"https://openalex.org/keywords/interval","display_name":"Interval (graph theory)","score":0.6485350131988525},{"id":"https://openalex.org/keywords/fuzzy-logic","display_name":"Fuzzy logic","score":0.5943583250045776},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.4800037741661072},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.46569833159446716},{"id":"https://openalex.org/keywords/valuation-of-options","display_name":"Valuation of options","score":0.44714248180389404},{"id":"https://openalex.org/keywords/fuzzy-number","display_name":"Fuzzy number","score":0.4284886419773102},{"id":"https://openalex.org/keywords/index","display_name":"Index (typography)","score":0.4114606976509094},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.379191130399704},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.35339900851249695},{"id":"https://openalex.org/keywords/fuzzy-set","display_name":"Fuzzy set","score":0.34621185064315796},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.30479371547698975},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.11939296126365662}],"concepts":[{"id":"https://openalex.org/C125112378","wikidata":"https://www.wikidata.org/wiki/Q176640","display_name":"Randomness","level":2,"score":0.6987242698669434},{"id":"https://openalex.org/C2778067643","wikidata":"https://www.wikidata.org/wiki/Q166507","display_name":"Interval (graph theory)","level":2,"score":0.6485350131988525},{"id":"https://openalex.org/C58166","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy logic","level":2,"score":0.5943583250045776},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.4800037741661072},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.46569833159446716},{"id":"https://openalex.org/C194483076","wikidata":"https://www.wikidata.org/wiki/Q380382","display_name":"Valuation of options","level":2,"score":0.44714248180389404},{"id":"https://openalex.org/C1883856","wikidata":"https://www.wikidata.org/wiki/Q3407463","display_name":"Fuzzy number","level":4,"score":0.4284886419773102},{"id":"https://openalex.org/C2777382242","wikidata":"https://www.wikidata.org/wiki/Q6017816","display_name":"Index (typography)","level":2,"score":0.4114606976509094},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.379191130399704},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.35339900851249695},{"id":"https://openalex.org/C42011625","wikidata":"https://www.wikidata.org/wiki/Q1055058","display_name":"Fuzzy set","level":3,"score":0.34621185064315796},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.30479371547698975},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.11939296126365662},{"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/C114614502","wikidata":"https://www.wikidata.org/wiki/Q76592","display_name":"Combinatorics","level":1,"score":0.0},{"id":"https://openalex.org/C136764020","wikidata":"https://www.wikidata.org/wiki/Q466","display_name":"World Wide Web","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1155/2022/5670482","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2022/5670482","pdf_url":"https://downloads.hindawi.com/journals/complexity/2022/5670482.pdf","source":{"id":"https://openalex.org/S207319443","display_name":"Complexity","issn_l":"1076-2787","issn":["1076-2787","1099-0526"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Complexity","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:hin:complx:5670482","is_oa":false,"landing_page_url":"http://downloads.hindawi.com/journals/complexity/2022/5670482.xml","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"},{"id":"pmh:oai:doaj.org/article:8c5d9496242e4f2daf360eaa3ae8f89b","is_oa":true,"landing_page_url":"https://doaj.org/article/8c5d9496242e4f2daf360eaa3ae8f89b","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by-sa","license_id":"https://openalex.org/licenses/cc-by-sa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Complexity, Vol 2022 (2022)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.1155/2022/5670482","is_oa":true,"landing_page_url":"https://doi.org/10.1155/2022/5670482","pdf_url":"https://downloads.hindawi.com/journals/complexity/2022/5670482.pdf","source":{"id":"https://openalex.org/S207319443","display_name":"Complexity","issn_l":"1076-2787","issn":["1076-2787","1099-0526"],"is_oa":true,"is_in_doaj":true,"is_core":true,"host_organization":"https://openalex.org/P4310319869","host_organization_name":"Hindawi Publishing Corporation","host_organization_lineage":["https://openalex.org/P4310319869"],"host_organization_lineage_names":["Hindawi Publishing Corporation"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Complexity","raw_type":"journal-article"},"sustainable_development_goals":[{"score":0.4399999976158142,"display_name":"Peace, Justice and strong institutions","id":"https://metadata.un.org/sdg/16"}],"awards":[{"id":"https://openalex.org/G1240762014","display_name":null,"funder_award_id":"21JR7RP859","funder_id":"https://openalex.org/F4320322880","funder_display_name":"Natural Science Foundation of Gansu Province"},{"id":"https://openalex.org/G2936181878","display_name":null,"funder_award_id":"KYTZ202197","funder_id":"https://openalex.org/F4320311826","funder_display_name":"Chengdu University of Information Technology"},{"id":"https://openalex.org/G3801155485","display_name":null,"funder_award_id":"KYTZ202196","funder_id":"https://openalex.org/F4320311826","funder_display_name":"Chengdu University of Information Technology"}],"funders":[{"id":"https://openalex.org/F4320311826","display_name":"Chengdu University of Information Technology","ror":"https://ror.org/01yxwrh59"},{"id":"https://openalex.org/F4320322880","display_name":"Natural Science Foundation of Gansu Province","ror":null},{"id":"https://openalex.org/F4320328111","display_name":"Chengdu University","ror":"https://ror.org/034z67559"}],"has_content":{"grobid_xml":true,"pdf":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4297094234.pdf","grobid_xml":"https://content.openalex.org/works/W4297094234.grobid-xml"},"referenced_works_count":26,"referenced_works":["https://openalex.org/W160806001","https://openalex.org/W903847052","https://openalex.org/W1972754929","https://openalex.org/W1977914365","https://openalex.org/W1986230455","https://openalex.org/W2012698396","https://openalex.org/W2033972209","https://openalex.org/W2037048211","https://openalex.org/W2039902433","https://openalex.org/W2077791698","https://openalex.org/W2081896369","https://openalex.org/W2089088849","https://openalex.org/W2141178894","https://openalex.org/W2141635952","https://openalex.org/W2339759570","https://openalex.org/W2613190027","https://openalex.org/W2918193060","https://openalex.org/W2990633030","https://openalex.org/W4211007335","https://openalex.org/W4225966677","https://openalex.org/W4226061600","https://openalex.org/W4226154347","https://openalex.org/W4229365997","https://openalex.org/W4230588984","https://openalex.org/W4245152641","https://openalex.org/W6704084187"],"related_works":["https://openalex.org/W3034924094","https://openalex.org/W1488708774","https://openalex.org/W3094954546","https://openalex.org/W2981906196","https://openalex.org/W1486684451","https://openalex.org/W4361273540","https://openalex.org/W2099285375","https://openalex.org/W2801459815","https://openalex.org/W4361984403","https://openalex.org/W4317826560"],"abstract_inverted_index":{"The":[0,38,58],"problem":[1],"of":[2,77,127,174],"generalizing":[3],"the":[4,28,75,82,88,93,100,106,112,117,124,141,155,159,168,175,188,192,199,208],"power":[5,21,107,130,134,150,189],"option\u2010pricing":[6],"model":[7,110,115,157],"to":[8,185,198,207],"incorporate":[9],"more":[10],"empirical":[11],"features":[12],"becomes":[13],"an":[14],"urgent":[15],"and":[16,36,96,116,132,138,158,171,202],"necessary":[17],"event.":[18],"A":[19],"new":[20],"option":[22,108,131,135,151,190],"pricing":[23,109,128],"method":[24],"is":[25,43,63,183,194,203],"designed":[26],"for":[27],"financial":[29],"market":[30,41,61],"uncertainty":[31,42,62],"that":[32,149,187],"simultaneously":[33],"involves":[34],"randomness":[35,39],"fuzziness.":[37],"in":[40,54,60],"modeled":[44],"by":[45,65,140],"a":[46,66,180],"time\u2010fractional":[47,113,156],"diffusion":[48,114],"model,":[49],"which":[50,72,153],"describes":[51],"trend":[52,169],"memory":[53,170],"underlying":[55,78],"asset":[56,79],"prices.":[57,80],"fuzziness":[59,76,173],"characterized":[64],"triangular":[67,118,160],"interval":[68,119,161],"type\u20102":[69,101,120,162],"fuzzy":[70,102,121,163],"numbers,":[71,164],"better":[73,166],"captures":[74],"Considering":[81],"decision\u2010maker\u2019s":[83],"subjective":[84],"judgment,":[85],"we":[86],"show":[87],"price":[89],"mean":[90],"value":[91,193],"with":[92,111,196,205],"possibility\u2010necessity":[94,209],"weight":[95,210],"pessimistic\u2010optimistic":[97,200],"index":[98,201],"under":[99],"environment.":[103],"We":[104],"develop":[105],"numbers.":[122],"Furthermore,":[123],"analytic":[125],"solutions":[126],"call":[129],"put":[133],"are":[136],"obtained":[137],"verified":[139],"variational":[142],"iterative":[143],"reconstruction":[144],"method.":[145],"Our":[146],"study":[147],"shows":[148],"pricing,":[152],"adopts":[154],"can":[165],"capture":[167],"double":[172],"real":[176],"market.":[177],"In":[178],"addition,":[179],"numerical":[181],"example":[182],"provided":[184],"illustrate":[186],"means":[191],"decreasing":[195],"respect":[197,206],"fluctuating":[204],"index.":[211]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":4}],"updated_date":"2026-05-21T06:26:12.895304","created_date":"2025-10-10T00:00:00"}