Fractional Liu process with application to finance (Q970062)
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scientific article; zbMATH DE number 5705821
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Fractional Liu process with application to finance |
scientific article; zbMATH DE number 5705821 |
Statements
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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0.8531724810600281
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0.8369210362434387
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0.7969990372657776
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0.7495744228363037
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0.7479079961776733
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