Fractional Liu process with application to finance (Q970062)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Fractional Liu process with application to finance |
scientific article |
Statements
Fractional Liu process with application to finance (English)
0 references
8 May 2010
0 references
fuzzy process
0 references
option pricing formula
0 references
European options
0 references
fuzzy calculus
0 references
credibility theory
0 references