Derivation of a new Merton's optimal problem presented by fractional stochastic stock price and its applications (Q2403735)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Derivation of a new Merton's optimal problem presented by fractional stochastic stock price and its applications |
scientific article |
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Derivation of a new Merton's optimal problem presented by fractional stochastic stock price and its applications (English)
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12 September 2017
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fractional Black-Scholes equation
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Merton's optimal problem
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stochastic differential equation
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