{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,16]],"date-time":"2026-03-16T23:10:45Z","timestamp":1773702645683,"version":"3.50.1"},"reference-count":19,"publisher":"Springer Science and Business Media LLC","issue":"24","license":[{"start":{"date-parts":[[2022,10,12]],"date-time":"2022-10-12T00:00:00Z","timestamp":1665532800000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.springer.com\/tdm"},{"start":{"date-parts":[[2022,10,12]],"date-time":"2022-10-12T00:00:00Z","timestamp":1665532800000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.springer.com\/tdm"}],"funder":[{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundation of China","doi-asserted-by":"publisher","award":["12061072"],"award-info":[{"award-number":["12061072"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundation of China","doi-asserted-by":"publisher","award":["62162059"],"award-info":[{"award-number":["62162059"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Soft Comput"],"published-print":{"date-parts":[[2022,12]]},"DOI":"10.1007\/s00500-022-07538-2","type":"journal-article","created":{"date-parts":[[2022,10,12]],"date-time":"2022-10-12T18:02:41Z","timestamp":1665597761000},"page":"13369-13380","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":6,"title":["Uncertain exponential currency model and currency option pricing"],"prefix":"10.1007","volume":"26","author":[{"given":"Xiaokang","family":"Li","sequence":"first","affiliation":[]},{"ORCID":"https:\/\/orcid.org\/0000-0001-7268-8519","authenticated-orcid":false,"given":"Yuhong","family":"Sheng","sequence":"additional","affiliation":[]}],"member":"297","published-online":{"date-parts":[[2022,10,12]]},"reference":[{"key":"7538_CR1","doi-asserted-by":"publisher","first-page":"637","DOI":"10.1086\/260062","volume":"81","author":"F Black","year":"1973","unstructured":"Black F, Scholes M (1973) The pricing of option and corporate liabilities. J Polit Econ 81:637\u2013654","journal-title":"J Polit Econ"},{"issue":"2","key":"7538_CR2","first-page":"32","volume":"8","author":"X Chen","year":"2011","unstructured":"Chen X (2011) American option pricing formula for uncertain financial market. Int J Oper Res 8(2):32\u201337","journal-title":"Int J Oper Res"},{"issue":"1","key":"7538_CR3","doi-asserted-by":"publisher","first-page":"69","DOI":"10.1007\/s10700-010-9073-2","volume":"9","author":"X Chen","year":"2010","unstructured":"Chen X, Liu B (2010) Existence and uniqueness theorem for uncertain differential equations. Fuzzy Optim Decis Mak 9(1):69\u201381","journal-title":"Fuzzy Optim Decis Mak"},{"issue":"1","key":"7538_CR4","doi-asserted-by":"publisher","first-page":"111","DOI":"10.1007\/s10700-012-9141-x","volume":"12","author":"X Chen","year":"2013","unstructured":"Chen X, Liu Y, Ralescu D (2013) Uncertain stock model with periodic dividends. Fuzzy Optim Decis Mak 12(1):111\u2013123","journal-title":"Fuzzy Optim Decis Mak"},{"issue":"9","key":"7538_CR5","first-page":"5647","volume":"22","author":"Y Gao","year":"2017","unstructured":"Gao Y, Yang X, Fu Z (2017) Lookback option pricing problem of uncertain exponential Ornstein-Uhlenbeck model. Soft Comput 22(9):5647\u20135654","journal-title":"Soft Comput"},{"issue":"11","key":"7538_CR6","doi-asserted-by":"publisher","first-page":"3323","DOI":"10.1007\/s00500-015-1635-3","volume":"19","author":"X Ji","year":"2015","unstructured":"Ji X, Zhou J (2015) Option pricing for an uncertain stock model with jumps. Soft Comput 19(11):3323\u20133329","journal-title":"Soft Comput"},{"key":"7538_CR7","volume-title":"Uncertainty theory","author":"B Liu","year":"2007","unstructured":"Liu B (2007) Uncertainty theory, 2nd edn. Springer, Berlin","edition":"2"},{"issue":"1","key":"7538_CR8","first-page":"3","volume":"2","author":"B Liu","year":"2008","unstructured":"Liu B (2008) Fuzzy process, hybrid process, and uncertain process. J Uncertain Syst 2(1):3\u201316","journal-title":"J Uncertain Syst"},{"issue":"1","key":"7538_CR9","first-page":"3","volume":"3","author":"B Liu","year":"2009","unstructured":"Liu B (2009) Some research problems in uncertainty theory. J Uncertain Syst 3(1):3\u201310","journal-title":"J Uncertain Syst"},{"key":"7538_CR10","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-642-13959-8","volume-title":"Uncertainty theory: a branch of mathematics for modeling human uncertainty","author":"B Liu","year":"2010","unstructured":"Liu B (2010) Uncertainty theory: a branch of mathematics for modeling human uncertainty. Springer, Berlin"},{"key":"7538_CR11","doi-asserted-by":"publisher","first-page":"40","DOI":"10.1002\/int.21680","volume":"30","author":"Y Liu","year":"2015","unstructured":"Liu Y, Chen X, Ralescu D (2015) Uncertain currency model and currency option pricing. Int J Intell Syst 30:40\u201351","journal-title":"Int J Intell Syst"},{"key":"7538_CR12","doi-asserted-by":"publisher","first-page":"141","DOI":"10.2307\/3003143","volume":"4","author":"R Merton","year":"1973","unstructured":"Merton R (1973) Theory of rational option pricing. Bell J Econ Manag Sci 4:141\u2013183","journal-title":"Bell J Econ Manag Sci"},{"issue":"2","key":"7538_CR13","first-page":"18","volume":"8","author":"J Peng","year":"2011","unstructured":"Peng J, Yao K (2011) A new option pricing model for stocks in uncertainty markets. Int J Oper Res 8(2):18\u201326","journal-title":"Int J Oper Res"},{"issue":"10","key":"7538_CR14","doi-asserted-by":"publisher","first-page":"4131","DOI":"10.1007\/s00500-015-1748-8","volume":"20","author":"Y Shen","year":"2016","unstructured":"Shen Y, Yao K (2016) A mean-reverting currency model in an uncertain environment. Soft Comput 20(10):4131\u20134138","journal-title":"Soft Comput"},{"key":"7538_CR15","doi-asserted-by":"crossref","unstructured":"Yao K (2013) Extreme values and integral of solution of uncertain differential equation. J Uncertain Anal Appl 1:5 (Article 2)","DOI":"10.1186\/2195-5468-1-2"},{"issue":"2","key":"7538_CR16","doi-asserted-by":"publisher","first-page":"227","DOI":"10.1007\/s10700-014-9198-9","volume":"14","author":"K Yao","year":"2015","unstructured":"Yao K (2015) A no-arbitrage theorem for uncertain stock model. Fuzzy Optim Decis Mak 14(2):227\u2013242","journal-title":"Fuzzy Optim Decis Mak"},{"key":"7538_CR17","doi-asserted-by":"publisher","first-page":"399","DOI":"10.1007\/s10700-015-9211-y","volume":"14","author":"K Yao","year":"2015","unstructured":"Yao K (2015) Uncertain contour process and its application in stock model with floating interest rate. Fuzzy Optim Decis Mak 14:399\u2013424","journal-title":"Fuzzy Optim Decis Mak"},{"issue":"3","key":"7538_CR18","doi-asserted-by":"publisher","first-page":"825","DOI":"10.3233\/IFS-120688","volume":"25","author":"K Yao","year":"2013","unstructured":"Yao K, Chen X (2013) A numerical method for solving uncertain differential equations. J Intell Fuzzy Syst 25(3):825\u2013832","journal-title":"J Intell Fuzzy Syst"},{"issue":"4","key":"7538_CR19","first-page":"317","volume":"8","author":"Z Zhang","year":"2014","unstructured":"Zhang Z, Liu W (2014) Geometric average Asian option pricing for uncertain financial market. J Uncertain Syst 8(4):317\u2013320","journal-title":"J Uncertain Syst"}],"container-title":["Soft Computing"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s00500-022-07538-2.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/article\/10.1007\/s00500-022-07538-2\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s00500-022-07538-2.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2022,10,29]],"date-time":"2022-10-29T12:23:13Z","timestamp":1667046193000},"score":1,"resource":{"primary":{"URL":"https:\/\/link.springer.com\/10.1007\/s00500-022-07538-2"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2022,10,12]]},"references-count":19,"journal-issue":{"issue":"24","published-print":{"date-parts":[[2022,12]]}},"alternative-id":["7538"],"URL":"https:\/\/doi.org\/10.1007\/s00500-022-07538-2","relation":{},"ISSN":["1432-7643","1433-7479"],"issn-type":[{"value":"1432-7643","type":"print"},{"value":"1433-7479","type":"electronic"}],"subject":[],"published":{"date-parts":[[2022,10,12]]},"assertion":[{"value":"13 September 2022","order":1,"name":"accepted","label":"Accepted","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"12 October 2022","order":2,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}},{"order":1,"name":"Ethics","group":{"name":"EthicsHeading","label":"Declarations"}},{"value":"The authors declare that they have no conflict of interest.","order":2,"name":"Ethics","group":{"name":"EthicsHeading","label":"Conflict of interest"}},{"value":"This paper does not contain any studies with human participants or animals performed by any of the authors.","order":3,"name":"Ethics","group":{"name":"EthicsHeading","label":"Ethical approval"}}]}}