Derivation of a new Merton's optimal problem presented by fractional stochastic stock price and its applications (Q2403735): Difference between revisions

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-.1016/j.camwa.2017.02.031
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+Derivation and solutions of some fractional Black-Scholes equations in coarse-grained space and time. Application to Merton's optimal portfolio
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+.1016/J.CAMWA.2017.02.031
@@ Property / DOI: 10.1016/J.CAMWA.2017.02.031 / rank @@
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