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"Derivation of a new Merton's optimal problem presented by fractional ..."

Afshin Farhadi, G. Hossien Erjaee, Mohammad Salehi (2017)

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DOI: 10.1016/J.CAMWA.2017.02.031

access: open

type: Journal Article

metadata version: 2023-06-22

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Afshin Farhadi, G. Hossien Erjaee, Mohammad Salehi:
Derivation of a new Merton's optimal problem presented by fractional stochastic stock price and its applications. Comput. Math. Appl. 73(9): 2066-2075 (2017)

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