Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black–Scholes equations

Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise : application to fractional Black-Scholes equations

Jumarie, Guy, (2008)

Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations

Jumarie, Guy, (2008)

Merton's model of optimal portfolio in a Black-Scholes Market driven by a fractional Brownian motion with short-range dependence

Jumarie, Guy, (2005)