Intelligent parameter identification for the Black–Scholes system driven by mixed fractional Brownian motion

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Authors: Xiaole Zhao, Wentao Hou
Cited by: 1
References: 30

Fields of Study & Subjects

Chaos control and synchronization Advanced Control Systems Design Fractional Differential Equations Solutions

Publication details

Journal / source
Chaos Solitons & Fractals
Publisher
Elsevier BV
Volume
207
Pages
118022–118022
Publication date
11 February 2026
Language
EN