A fractional calculus interpretation of the fractional volatility model (Q840298)
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scientific article; zbMATH DE number 5603182
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A fractional calculus interpretation of the fractional volatility model |
scientific article; zbMATH DE number 5603182 |
Statements
A fractional calculus interpretation of the fractional volatility model (English)
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11 September 2009
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fractional calculus
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dynamics of markets
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stochastic models
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