论文部分内容阅读
Uncertain differential equations have been applied to many fields especially in uncertain finance.This paper gives a new numerical method for solving uncertain differential equations.This method depends on the Runge-Kutta method, which is a widely-used effective method.A new currency model is put up in this paper.Its European option pricing and American option pricing formulas are given and the numerical results are calculated with the Runge-Kutta method.