{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,5,12]],"date-time":"2026-05-12T01:40:37Z","timestamp":1778550037105,"version":"3.51.4"},"reference-count":25,"publisher":"Springer Science and Business Media LLC","issue":"3","license":[{"start":{"date-parts":[[2024,7,12]],"date-time":"2024-07-12T00:00:00Z","timestamp":1720742400000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"},{"start":{"date-parts":[[2024,7,12]],"date-time":"2024-07-12T00:00:00Z","timestamp":1720742400000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.springernature.com\/gp\/researchers\/text-and-data-mining"}],"funder":[{"DOI":"10.13039\/501100001809","name":"National Natural Science Foundation of China","doi-asserted-by":"publisher","award":["62303115"],"award-info":[{"award-number":["62303115"]}],"id":[{"id":"10.13039\/501100001809","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Fuzzy Optim Decis Making"],"published-print":{"date-parts":[[2024,9]]},"DOI":"10.1007\/s10700-024-09428-8","type":"journal-article","created":{"date-parts":[[2024,7,12]],"date-time":"2024-07-12T08:02:19Z","timestamp":1720771339000},"page":"449-467","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":13,"title":["Pricing of shout option in uncertain financial market"],"prefix":"10.1007","volume":"23","author":[{"given":"Haoxuan","family":"Li","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Xiangfeng","family":"Yang","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Yaodong","family":"Ni","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2024,7,12]]},"reference":[{"issue":"3","key":"9428_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 options and corporate liabilities. Journal of Political Economy, 81(3), 637\u2013654.","journal-title":"Journal of Political Economy"},{"issue":"2","key":"9428_CR2","first-page":"27","volume":"8","author":"X Chen","year":"2011","unstructured":"Chen, X. (2011). American option pricing formula for uncertain financial market. International Journal of Operation Research, 8(2), 27\u201332.","journal-title":"International Journal of Operation Research"},{"issue":"3","key":"9428_CR3","doi-asserted-by":"publisher","first-page":"383","DOI":"10.1111\/j.0960-1627.2004.00196.x","volume":"14","author":"M Dai","year":"2004","unstructured":"Dai, M., Kwok, Y. K., & Wu, L. (2004). Optimal shouting policies of options with strike reset right. Mathematical Finance, 14(3), 383\u2013401.","journal-title":"Mathematical Finance"},{"issue":"3","key":"9428_CR4","doi-asserted-by":"publisher","first-page":"7273","DOI":"10.3233\/JIFS-235022","volume":"46","author":"Y Feng","year":"2024","unstructured":"Feng, Y., Zhu, Y., & He, L. (2024). Nonparametric estimation of nonautonomous uncertain differential equations with application to temperature models. Journal of Intelligent & Fuzzy Systems, 46(3), 7273\u20137281.","journal-title":"Journal of Intelligent & Fuzzy Systems"},{"key":"9428_CR5","doi-asserted-by":"publisher","DOI":"10.1016\/j.cam.2024.115890","volume":"447","author":"J Gao","year":"2024","unstructured":"Gao, J., Jia, R., Noorani, I., & Mehrdoust, F. (2024). Calibration of European option pricing model in uncertain environment: valuation of uncertainty implied volatility. Journal of Computational and Applied Mathematics, 447, 115890.","journal-title":"Journal of Computational and Applied Mathematics"},{"issue":"5","key":"9428_CR6","doi-asserted-by":"publisher","first-page":"1787","DOI":"10.1016\/j.mcm.2011.11.033","volume":"55","author":"J Goard","year":"2012","unstructured":"Goard, J. (2012). Exact solutions for a strike reset put option and a shout call option. Mathematical and Computer Modelling, 55(5), 1787\u20131797.","journal-title":"Mathematical and Computer Modelling"},{"key":"9428_CR7","volume-title":"Options, Futures, and Other Derivatives with Derivagem CD","author":"CJ Hull","year":"2008","unstructured":"Hull, C. J. (2008). Options, Futures, and Other Derivatives with Derivagem CD (7th ed.). Prentice Hall.","edition":"7"},{"key":"9428_CR8","doi-asserted-by":"publisher","DOI":"10.1007\/s00500-023-09547-1","author":"L Jia","year":"2024","unstructured":"Jia, L., Li, D., Guo, F., & Liu, Y. (2024). Knock-out options pricing formulas in uncertain financial market with floating interest rate. Soft Computing. https:\/\/doi.org\/10.1007\/s00500-023-09547-1","journal-title":"Soft Computing"},{"key":"9428_CR9","volume-title":"Uncertainty Theory","author":"B Liu","year":"2007","unstructured":"Liu, B. (2007). Uncertainty Theory (2nd ed.). Springer.","edition":"2"},{"issue":"1","key":"9428_CR10","first-page":"3","volume":"3","author":"B Liu","year":"2009","unstructured":"Liu, B. (2009). Some research problems in uncertainty theory. Journal of Uncertain Systems, 3(1), 3\u201310.","journal-title":"Journal of Uncertain Systems"},{"issue":"1","key":"9428_CR11","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1186\/2195-5468-1-1","volume":"1","author":"B Liu","year":"2013","unstructured":"Liu, B. (2013). Toward uncertain finance theory. Journal of Uncertainty Analysis Applications, 1(1), 1\u201315.","journal-title":"Journal of Uncertainty Analysis Applications"},{"issue":"4","key":"9428_CR12","doi-asserted-by":"publisher","first-page":"515","DOI":"10.1007\/s10700-021-09379-4","volume":"21","author":"Y Liu","year":"2022","unstructured":"Liu, Y., & Liu, B. (2022). Residual analysis and parameter estimation of uncertain differential equations. Fuzzy Optimization and Decision Making, 21(4), 515\u2013530.","journal-title":"Fuzzy Optimization and Decision Making"},{"issue":"1\u20132","key":"9428_CR13","doi-asserted-by":"publisher","first-page":"213","DOI":"10.1016\/S0377-0427(00)00551-3","volume":"134","author":"H Windcliff","year":"2001","unstructured":"Windcliff, H., Forsyth, P. A., & Vetzal, K. R. (2001). Shout options: a framework for pricing contracts which can be modified by the investor. Journal of Computational and Applied Mathematics, 134(1\u20132), 213\u2013241.","journal-title":"Journal of Computational and Applied Mathematics"},{"issue":"1","key":"9428_CR14","doi-asserted-by":"publisher","first-page":"1","DOI":"10.1016\/S0167-6687(01)00072-5","volume":"29","author":"H Windcliff","year":"2001","unstructured":"Windcliff, H., Forsyth, P. A., & Vetzal, K. R. (2001). Valuation of segregated funds: shout options with maturity extensions. Insurance Mathematics & Economics, 29(1), 1\u201321.","journal-title":"Insurance Mathematics & Economics"},{"issue":"1","key":"9428_CR15","doi-asserted-by":"publisher","first-page":"593","DOI":"10.1007\/s12652-023-04716-4","volume":"15","author":"H Wu","year":"2024","unstructured":"Wu, H., Ni, Y., & Yang, X. (2024). Compound option pricing problem in uncertain environment. Journal of Ambient Intelligence and Humanized Computing, 15(1), 593\u2013605.","journal-title":"Journal of Ambient Intelligence and Humanized Computing"},{"issue":"1","key":"9428_CR16","doi-asserted-by":"publisher","first-page":"155","DOI":"10.1007\/s10700-023-09415-5","volume":"23","author":"L Yang","year":"2024","unstructured":"Yang, L., & Liu, Y. (2024). Solution method and parameter estimation of uncertain partial differential equation with application to China\u2019s population. Fuzzy Optimazation and Decision Making, 23(1), 155\u2013177.","journal-title":"Fuzzy Optimazation and Decision Making"},{"issue":"10","key":"9428_CR17","doi-asserted-by":"publisher","first-page":"23336","DOI":"10.3934\/math.20231186","volume":"8","author":"M Yang","year":"2023","unstructured":"Yang, M., & Gao, Y. (2023). Pricing formulas of binary options in uncertain financial markets. AIMS Mathematics, 8(10), 23336\u201323351.","journal-title":"AIMS Mathematics"},{"issue":"3","key":"9428_CR18","doi-asserted-by":"publisher","first-page":"447","DOI":"10.1007\/s10700-022-09399-8","volume":"22","author":"X Yang","year":"2023","unstructured":"Yang, X., & Ke, H. (2023). Uncertain interest rate model for Shanghai interbank offered rate and pricing of American swaption. Fuzzy Optimization and Decision Making, 22(3), 447\u2013462.","journal-title":"Fuzzy Optimization and Decision Making"},{"issue":"3","key":"9428_CR19","doi-asserted-by":"publisher","first-page":"379","DOI":"10.1007\/s10700-016-9253-9","volume":"16","author":"X Yang","year":"2017","unstructured":"Yang, X., & Yao, K. (2017). Uncertain partial differential equation with application to heat conduction. Fuzzy Optimazation and Decision Making, 16(3), 379\u2013403.","journal-title":"Fuzzy Optimazation and Decision Making"},{"issue":"3","key":"9428_CR20","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. Journal of Intelligent & Fuzzy Systems, 25(3), 825\u2013832.","journal-title":"Journal of Intelligent & Fuzzy Systems"},{"issue":"2","key":"9428_CR21","doi-asserted-by":"publisher","first-page":"199","DOI":"10.1007\/s10700-023-09417-3","volume":"23","author":"T Ye","year":"2024","unstructured":"Ye, T. (2024). Partial derivatives of uncertain fields and uncertain partial differential equations. Fuzzy Optimazation and Decision Making, 23(2), 199\u2013217.","journal-title":"Fuzzy Optimazation and Decision Making"},{"issue":"2","key":"9428_CR22","doi-asserted-by":"publisher","first-page":"195","DOI":"10.1007\/s10700-022-09389-w","volume":"22","author":"T Ye","year":"2023","unstructured":"Ye, T., & Liu, B. (2023). Uncertain hypothesis test for uncertain differential equations. Fuzzy Optimization and Decision Making, 22(2), 195\u2013211.","journal-title":"Fuzzy Optimization and Decision Making"},{"key":"9428_CR23","doi-asserted-by":"publisher","DOI":"10.1016\/j.chaos.2021.111673","volume":"154","author":"Y Yu","year":"2022","unstructured":"Yu, Y., Yang, X., & Lei, Q. (2022). Pricing of equity swaps in uncertain financial market. Chaos Solitions & Fractals, 154, 111673.","journal-title":"Chaos Solitions & Fractals"},{"issue":"2","key":"9428_CR24","doi-asserted-by":"publisher","first-page":"295","DOI":"10.1007\/s10700-024-09422-0","volume":"23","author":"K Zhang","year":"2024","unstructured":"Zhang, K., & Liu, B. (2024). Higher-order derivative of uncertain process and higher-order uncertain differential equation. Fuzzy Optimazation and Decision Making, 23(2), 295\u2013318.","journal-title":"Fuzzy Optimazation and Decision Making"},{"issue":"2","key":"9428_CR25","doi-asserted-by":"publisher","first-page":"219","DOI":"10.1007\/s10700-023-09418-2","volume":"23","author":"Y Zhu","year":"2024","unstructured":"Zhu, Y. (2024). On uncertain partial differential equations. Fuzzy Optimazation and Decision Making, 23(2), 219\u2013237.","journal-title":"Fuzzy Optimazation and Decision Making"}],"container-title":["Fuzzy Optimization and Decision Making"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s10700-024-09428-8.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/article\/10.1007\/s10700-024-09428-8\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/link.springer.com\/content\/pdf\/10.1007\/s10700-024-09428-8.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2024,7,30]],"date-time":"2024-07-30T09:55:16Z","timestamp":1722333316000},"score":1,"resource":{"primary":{"URL":"https:\/\/link.springer.com\/10.1007\/s10700-024-09428-8"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2024,7,12]]},"references-count":25,"journal-issue":{"issue":"3","published-print":{"date-parts":[[2024,9]]}},"alternative-id":["9428"],"URL":"https:\/\/doi.org\/10.1007\/s10700-024-09428-8","relation":{},"ISSN":["1568-4539","1573-2908"],"issn-type":[{"value":"1568-4539","type":"print"},{"value":"1573-2908","type":"electronic"}],"subject":[],"published":{"date-parts":[[2024,7,12]]},"assertion":[{"value":"20 June 2024","order":1,"name":"accepted","label":"Accepted","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"12 July 2024","order":2,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}}]}}