{"id":"https://openalex.org/W4386456960","doi":"https://doi.org/10.3233/jifs-232094","title":"Study on fuzzy fractional European option pricing model with Mittag-Leffler kernel","display_name":"Study on fuzzy fractional European option pricing model with Mittag-Leffler kernel","publication_year":2023,"publication_date":"2023-09-05","ids":{"openalex":"https://openalex.org/W4386456960","doi":"https://doi.org/10.3233/jifs-232094"},"language":"en","primary_location":{"id":"doi:10.3233/jifs-232094","is_oa":false,"landing_page_url":"https://doi.org/10.3233/jifs-232094","pdf_url":null,"source":{"id":"https://openalex.org/S179157397","display_name":"Journal of Intelligent & Fuzzy Systems","issn_l":"1064-1246","issn":["1064-1246","1875-8967"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Intelligent &amp; Fuzzy Systems","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/A5034316713","display_name":"Hebatollah Hashemi","orcid":null},"institutions":[{"id":"https://openalex.org/I4210129655","display_name":"Islamic Azad University, Khorramabad Branch","ror":"https://ror.org/03aa31r16","country_code":"IR","type":"education","lineage":["https://openalex.org/I110525433","https://openalex.org/I4210129655"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"Hebatollah Hashemi","raw_affiliation_strings":["Department of Mathematics, Khorramabad Branch, Islamic Azad University, Khorramabad, Iran"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Khorramabad Branch, Islamic Azad University, Khorramabad, Iran","institution_ids":["https://openalex.org/I4210129655"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5063871868","display_name":"R. Ezzati","orcid":"https://orcid.org/0000-0002-3162-6212"},"institutions":[{"id":"https://openalex.org/I204588832","display_name":"Islamic Azad University, Karaj","ror":"https://ror.org/01y4xm534","country_code":"IR","type":"education","lineage":["https://openalex.org/I110525433","https://openalex.org/I204588832"]}],"countries":["IR"],"is_corresponding":true,"raw_author_name":"Reza Ezzati","raw_affiliation_strings":["Department of Mathematics, Karaj Branch, Islamic Azad University, Karaj, Iran"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Karaj Branch, Islamic Azad University, Karaj, Iran","institution_ids":["https://openalex.org/I204588832"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5036891729","display_name":"Naser Mikaeilvand","orcid":null},"institutions":[{"id":"https://openalex.org/I4210161716","display_name":"Islamic Azad University Ardabil","ror":"https://ror.org/058np3c43","country_code":"IR","type":"education","lineage":["https://openalex.org/I110525433","https://openalex.org/I4210161716"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"Naser Mikaeilvand","raw_affiliation_strings":["Department of Mathematics, Ardebil Branch, Islamic Azad University, Ardebil, Iran"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Ardebil Branch, Islamic Azad University, Ardebil, Iran","institution_ids":["https://openalex.org/I4210161716"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5069076369","display_name":"Mojtaba Nazari","orcid":"https://orcid.org/0000-0001-6497-6617"},"institutions":[{"id":"https://openalex.org/I4210129655","display_name":"Islamic Azad University, Khorramabad Branch","ror":"https://ror.org/03aa31r16","country_code":"IR","type":"education","lineage":["https://openalex.org/I110525433","https://openalex.org/I4210129655"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"Mojtaba Nazari","raw_affiliation_strings":["Department of Mathematics, Khorramabad Branch, Islamic Azad University, Khorramabad, Iran"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Khorramabad Branch, Islamic Azad University, Khorramabad, Iran","institution_ids":["https://openalex.org/I4210129655"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5063871868"],"corresponding_institution_ids":["https://openalex.org/I204588832"],"apc_list":null,"apc_paid":null,"fwci":0.6954,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.72297011,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":95,"max":96},"biblio":{"volume":"45","issue":"5","first_page":"8567","last_page":"8582"},"is_retracted":true,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12135","display_name":"Fuzzy Systems and Optimization","score":0.9998000264167786,"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":0.9998000264167786,"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/T10288","display_name":"Fractional Differential Equations Solutions","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2611","display_name":"Modeling and Simulation"},"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/T10541","display_name":"Nonlinear Differential Equations Analysis","score":0.9951000213623047,"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/fractional-calculus","display_name":"Fractional calculus","score":0.7240468859672546},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.6764308214187622},{"id":"https://openalex.org/keywords/fuzzy-logic","display_name":"Fuzzy logic","score":0.587468683719635},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5538446307182312},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.47542718052864075},{"id":"https://openalex.org/keywords/partial-differential-equation","display_name":"Partial differential equation","score":0.46219688653945923},{"id":"https://openalex.org/keywords/fuzzy-measure-theory","display_name":"Fuzzy measure theory","score":0.42888009548187256},{"id":"https://openalex.org/keywords/fuzzy-number","display_name":"Fuzzy number","score":0.38919711112976074},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.2855898141860962},{"id":"https://openalex.org/keywords/mathematical-analysis","display_name":"Mathematical analysis","score":0.25014728307724},{"id":"https://openalex.org/keywords/fuzzy-set","display_name":"Fuzzy set","score":0.15124410390853882},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.06747007369995117}],"concepts":[{"id":"https://openalex.org/C154249771","wikidata":"https://www.wikidata.org/wiki/Q1339058","display_name":"Fractional calculus","level":2,"score":0.7240468859672546},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6764308214187622},{"id":"https://openalex.org/C58166","wikidata":"https://www.wikidata.org/wiki/Q224821","display_name":"Fuzzy logic","level":2,"score":0.587468683719635},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5538446307182312},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.47542718052864075},{"id":"https://openalex.org/C93779851","wikidata":"https://www.wikidata.org/wiki/Q271977","display_name":"Partial differential equation","level":2,"score":0.46219688653945923},{"id":"https://openalex.org/C100516043","wikidata":"https://www.wikidata.org/wiki/Q4455138","display_name":"Fuzzy measure theory","level":5,"score":0.42888009548187256},{"id":"https://openalex.org/C1883856","wikidata":"https://www.wikidata.org/wiki/Q3407463","display_name":"Fuzzy number","level":4,"score":0.38919711112976074},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.2855898141860962},{"id":"https://openalex.org/C134306372","wikidata":"https://www.wikidata.org/wiki/Q7754","display_name":"Mathematical analysis","level":1,"score":0.25014728307724},{"id":"https://openalex.org/C42011625","wikidata":"https://www.wikidata.org/wiki/Q1055058","display_name":"Fuzzy set","level":3,"score":0.15124410390853882},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.06747007369995117}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.3233/jifs-232094","is_oa":false,"landing_page_url":"https://doi.org/10.3233/jifs-232094","pdf_url":null,"source":{"id":"https://openalex.org/S179157397","display_name":"Journal of Intelligent & Fuzzy Systems","issn_l":"1064-1246","issn":["1064-1246","1875-8967"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Intelligent &amp; Fuzzy Systems","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":28,"referenced_works":["https://openalex.org/W1606033442","https://openalex.org/W1995123739","https://openalex.org/W2009342598","https://openalex.org/W2014034239","https://openalex.org/W2026820390","https://openalex.org/W2031538719","https://openalex.org/W2038354216","https://openalex.org/W2053281490","https://openalex.org/W2062148826","https://openalex.org/W2063118777","https://openalex.org/W2075223383","https://openalex.org/W2145813388","https://openalex.org/W2169253851","https://openalex.org/W2228698783","https://openalex.org/W2460447316","https://openalex.org/W2502206650","https://openalex.org/W2766008418","https://openalex.org/W2789619633","https://openalex.org/W2795839441","https://openalex.org/W2887407549","https://openalex.org/W2904895137","https://openalex.org/W2963641381","https://openalex.org/W3141151796","https://openalex.org/W3159358423","https://openalex.org/W3211340716","https://openalex.org/W4205370128","https://openalex.org/W6681563306","https://openalex.org/W6756925619"],"related_works":["https://openalex.org/W2037428035","https://openalex.org/W2102433694","https://openalex.org/W2610377848","https://openalex.org/W2116819400","https://openalex.org/W2048452567","https://openalex.org/W4242545108","https://openalex.org/W4285303369","https://openalex.org/W2181553247","https://openalex.org/W2171631829","https://openalex.org/W1966731082"],"abstract_inverted_index":{"This":[0,47],"research":[1,160],"paper":[2],"presents":[3],"an":[4],"innovative":[5],"approach":[6],"for":[7,44,53,71],"modeling":[8,173],"and":[9,21,67,104,126,168,174],"analyzing":[10,175],"complex":[11],"systems":[12,177],"with":[13,178],"uncertain":[14,179],"data.":[15,180],"Our":[16],"strategy":[17],"leverages":[18],"fuzzy":[19,36,45,61,72,90,117,122,128,166],"calculus":[20,167],"time-fractional":[22,38,74,118,123,129,169],"differential":[23,58,170],"equations":[24,59,171],"to":[25,96],"achieve":[26],"this":[27,78],"goal.":[28],"Specifically,":[29],"we":[30,82,110],"propose":[31],"the":[32,35,65,89,102,116,121,127,140,147,162],"utilization":[33],"of":[34,56,69,107,149,158,164],"Atangana-Baleanu":[37],"derivative,":[39],"which":[40],"incorporates":[41],"non-singular":[42],"kernels":[43],"functions.":[46],"derivative":[48],"type":[49],"is":[50],"particularly":[51],"suitable":[52],"qualitative":[54],"analysis":[55],"fractional":[57],"in":[60,152],"space.":[62],"We":[63],"establish":[64],"existence":[66],"uniqueness":[68],"solutions":[70],"linear":[73],"problems":[75],"based":[76],"on":[77],"differentiability":[79],"concept.":[80],"Additionally,":[81],"introduce":[83],"a":[84],"numerical":[85],"solution":[86,141],"method,":[87],"namely":[88],"homotopy":[91],"perturbation":[92],"transform":[93],"method":[94,151],"(FHPTM),":[95],"solve":[97],"these":[98],"problems.":[99,155],"To":[100],"demonstrate":[101],"effectiveness":[103],"practical":[105],"applicability":[106],"our":[108,150,159],"approach,":[109],"provide":[111],"concrete":[112],"examples":[113,136],"such":[114],"as":[115],"Advection-Dispersion":[119],"equation,":[120,125],"Diffusion":[124],"Black-Scholes":[130],"European":[131],"option":[132],"pricing":[133],"problem.":[134],"These":[135],"not":[137],"only":[138],"illustrate":[139],"steps":[142],"involved":[143],"but":[144],"also":[145],"showcase":[146],"potential":[148],"addressing":[153],"real-world":[154],"The":[156],"outcomes":[157],"underscore":[161],"significance":[163],"considering":[165],"when":[172],"intricate":[176]},"counts_by_year":[{"year":2025,"cited_by_count":2}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
