Fractional Liu uncertain differential equation and its application to finance
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DOI: 10.1016/j.chaos.2022.112875
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Cited by:
- Xin, Yue & Zhang, Yi & Noorani, Idin & Mehrdoust, Farshid & Gao, Jinwu, 2025. "Estimation of parameters and valuation of options written on multiple assets described by uncertain fractional differential equations," Applied Mathematics and Computation, Elsevier, vol. 487(C).
- Li, Xiaoyan & Sun, Ni, 2023. "Comments for “Fractional Liu uncertain differential equation and its application to finance”," Chaos, Solitons & Fractals, Elsevier, vol. 175(P1).
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Keywords
Fractional Liu process; Fractional Liu differential equation; Fractional Liu geometric model; Portfolio optimization;All these keywords.
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