Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise : application to fractional Black-Scholes equations
Year of publication: |
2008
|
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Authors: | Jumarie, Guy |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 42.2008, 1, p. 271-287
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Subject: | Börse | Bourse | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Finanzmathematik | Mathematical finance |
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