Pages that link to "Item:Q2403735"

The following pages link to Derivation of a new Merton's optimal problem presented by fractional stochastic stock price and its applications (Q2403735):

Displaying 8 items.

• Numerical simulation of fractional-order dynamical systems in noisy environments (Q1715699) (← links)
• Controlled singular evolution equations and Pontryagin type maximum principle with applications (Q2089097) (← links)
• Existence and stability results for multi-time scale stochastic fractional neural networks (Q2114067) (← links)
• On the pricing of Asian options with geometric average of American type with stochastic interest rate: a stochastic optimal control approach (Q2274620) (← links)
• Strong convergence of a Euler-Maruyama method for fractional stochastic Langevin equations (Q2666258) (← links)
• A compact difference scheme for time-fractional Black-Scholes equation with time-dependent parameters under the CEV model: American options (Q5025469) (← links)
• Computational scheme for solving nonlinear fractional stochastic differential equations with delay (Q5240640) (← links)
• A New Generalized Gronwall Inequality with a Double Singularity and Its Applications to Fractional Stochastic Differential Equations (Q5240649) (← links)