مرکز منطقه ای اطلاع رساني علوم و فناوري - An approximate approach to fractional analysis for finance

Title of article :

An approximate approach to fractional analysis for finance

Author/Authors :

Tran Hung Thao، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

124

To page :

132

Keywords :

Fractal Langevin equation , Black–Scholes model , Fractional Brownian motion , Stochastic dynamical system , Fractional filtering

Journal title :

Nonlinear Analysis: Real World Applications

Serial Year :

2006

Journal title :

Nonlinear Analysis: Real World Applications

Record number :

292419

Link To Document :