Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise : application to fractional Black-Scholes equations
Guy Jumarie
| Year of publication: |
2008
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|---|---|
| Authors: | Jumarie, Guy |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 42.2008, 1, p. 271-287
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| Subject: | Börsenhandel | Stock exchange trading | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Finanzmathematik | Mathematical finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003682232