Fractional Liu uncertain differential equation and its application to finance
DOI10.1016/j.chaos.2022.112875OpenAlexW4309329105MaRDI QIDQ2680010
Rahman Taleghani, Alireza Najafi
Publication date: 26 January 2023
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.chaos.2022.112875
portfolio optimizationfractional Liu processfractional Liu differential equationfractional Liu geometric model
Fractional derivatives and integrals (26A33) Interest rates, asset pricing, etc. (stochastic models) (91G30) Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10) Fractional ordinary differential equations (34A08)
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Cites Work
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