Fractional Liu process with application to finance (Q970062)

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scientific article; zbMATH DE number 5705821
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    Fractional Liu process with application to finance
    scientific article; zbMATH DE number 5705821

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      Fractional Liu process with application to finance (English)
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      8 May 2010
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      fuzzy process
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      option pricing formula
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      European options
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      fuzzy calculus
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      credibility theory
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