Derivation of a new Merton's optimal problem presented by fractional stochastic stock price and its applications (Q2403735)
From MaRDI portal
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 |
Statements
Derivation of a new Merton's optimal problem presented by fractional stochastic stock price and its applications (English)
0 references
12 September 2017
0 references
fractional Black-Scholes equation
0 references
Merton's optimal problem
0 references
stochastic differential equation
0 references
0 references