A power option pricing model for stock price following geometric fractional Liu process (Q5399059)
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scientific article; zbMATH DE number 6262981
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| English | A power option pricing model for stock price following geometric fractional Liu process |
scientific article; zbMATH DE number 6262981 |
Statements
28 February 2014
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power option
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pricing model
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geometric fractional Liu process
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fuzzy process
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0.8500699400901794
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0.8369210362434387
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0.8238734602928162
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0.8036507368087769
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