A fractional calculus interpretation of the fractional volatility model (Q840298): Difference between revisions

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Latest revision as of 23:46, 1 July 2024

scientific article
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A fractional calculus interpretation of the fractional volatility model
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    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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