Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations (Q939363): Difference between revisions
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Revision as of 17:23, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations |
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Statements
Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations (English)
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22 August 2008
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fractional Gaussian noises
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fractional stochastic differential equation
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fractional exponential growth
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fractional Brownian motion
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path probability density
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fractional Black-Scholes equation
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