Fractional Liu process with application to finance (Q970062): Difference between revisions

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+https://doi.org/10.1016/j.mcm.2009.08.031
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+W2015668163
@@ Property / OpenAlex ID: W2015668163 / rank @@
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@@ Property / cites work @@
+Arbitrage in fractional Brownian motion models
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+FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
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+Fractional Brownian Motions, Fractional Noises and Applications
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+Arbitrage with Fractional Brownian Motion
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+Fractional Brownian motion, random walks and binary market models
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+Fuzzy sets
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+Uncertainty theory. An introduction to its axiomatic foundations.
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+Uncertainty theory
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+\(\mathcal B\)-valued fuzzy variable
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+ON INEQUALITIES AND CRITICAL VALUES OF FUZZY RANDOM VARIABLES
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+Portfolio selection based on fuzzy cross-entropy
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+On analytic functions of complex Liu process
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+UNCERTAIN OPTIMAL CONTROL WITH APPLICATION TO A PORTFOLIO SELECTION MODEL
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