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Unlike traditional stock models based on stochastic\/ uncertain processes, we assume that underlying assets are subject to uncertain fractional processes. First, it provides a Caputo type of uncertain fractional mean-reverting model based on fractional differential equation. Then the pricing formulas are acquired for four geometric average Asian barrier options, namely, the up-and-in call option, the down-and-in put option, the up-and-out put option and the down-and-out call option. Meanwhile, numerical simulations are devised to validate the results of the model. <\/jats:p>","DOI":"10.1142\/s175289092250012x","type":"journal-article","created":{"date-parts":[[2022,9,10]],"date-time":"2022-09-10T05:16:36Z","timestamp":1662786996000},"source":"Crossref","is-referenced-by-count":5,"title":["Pricing Problem of Geometric Average Asian Barrier Option Based on Uncertain Fractional Differential Equation"],"prefix":"10.1142","volume":"16","author":[{"given":"Pengfei","family":"Yu","sequence":"first","affiliation":[{"name":"School of Mathematics and Statistics, Nanjing University of Science and Technology, Nanjing 210094, Jiangsu, P. R. China"}]},{"ORCID":"https:\/\/orcid.org\/0000-0003-3176-4428","authenticated-orcid":false,"given":"Yuanguo","family":"Zhu","sequence":"additional","affiliation":[{"name":"School of Mathematics and Statistics, Nanjing University of Science and Technology, Nanjing 210094, Jiangsu, P. R. 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