Fractional Canonical Process and It”s Application

摘要：

　　In this paper, a new canonical process in uncertainty is proposed.And then, we defined some new concepts, for example, fractional canonical process, arithmetic canonical process and geometry canonical process.Based on this canonical process, we obtain some useful conclusions and some properties in finance.

关键词： Uncertain Liu process Fractional canonical process European option price

作者: Sun Wei Jizhou Zhang

作者单位: College of Mathematics and Sciences, Shanghai Normal University, Shanghai, 200234

会议类型: 国内会议

会议名称: 第四届中国智能计算大会

会议地点: 芜湖

会议语种:英文

页码: 23-26

在线出版日期: 2010-05-21（万方平台首次上网日期，不代表论文的发表时间）