Conti, Bruno de; Gisin, Vladimir; Yarygina, Irina - In: Risk assessment and financial regulation in emerging …, (pp. 355-367). 2021
This article is dedicated to the assessment of the dynamic fractional asset pricing model for financial risk evaluation … of mathematical modeling of economic processes related to asset pricing in a volatile market. It is shown that financial … financial assets is based on a substantive hypothesis and supported by fractal pair pricing models in order to reveal the …