Pages that link to "Item:Q840298"
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The following pages link to A fractional calculus interpretation of the fractional volatility model (Q840298):
Displaying 25 items.
- Stochastic averaging of quasi-non-integrable Hamiltonian systems under fractional Gaussian noise excitation (Q331295) (← links)
- An inverse problem for fractional diffusion equation in 2-dimensional case: stability analysis and regularization (Q432358) (← links)
- Dynamics of the dow Jones and the NASDAQ stock indexes (Q623941) (← links)
- Time-fractional KdV equation: Formulation and solution using variational methods (Q763614) (← links)
- Fractional trajectories: decorrelation versus friction (Q1673311) (← links)
- Logistic map with memory from economic model (Q1674288) (← links)
- Landweber iterative method for identifying a space-dependent source for the time-fractional diffusion equation (Q1678075) (← links)
- Approximating the Basset force by optimizing the method of van Hinsberg et al. (Q1683829) (← links)
- No-arbitrage, leverage and completeness in a fractional volatility model (Q1783279) (← links)
- An extended formulation of calculus of variations for incommensurate fractional derivatives with fractional performance index (Q1928997) (← links)
- A modified kernel method for a time-fractional inverse diffusion problem (Q1991034) (← links)
- Wavelet regularization strategy for the fractional inverse diffusion problem (Q2041527) (← links)
- ELS pricing and hedging in a fractional Brownian motion environment (Q2128261) (← links)
- Dynamic intersectoral models with power-law memory (Q2204795) (← links)
- Concept of dynamic memory in economics (Q2204903) (← links)
- Regularization for a fractional sideways heat equation (Q2252682) (← links)
- Stepwise regularization method for a nonlinear Riesz-Feller space-fractional backward diffusion problem (Q2293294) (← links)
- Fractional Tikhonov method for an inverse time-fractional diffusion problem in 2-dimensional space (Q2302009) (← links)
- Macroeconomic models with long dynamic memory: fractional calculus approach (Q2335775) (← links)
- Multi-objective active control policy design for commensurate and incommensurate fractional order chaotic financial systems (Q2337193) (← links)
- Numerical Caputo differentiation by radial basis functions (Q2341119) (← links)
- From Market Data to Agent-Based Models and Stochastic Differential Equations (Q2832858) (← links)
- An optimal method for fractional heat conduction problem backward in time (Q2883316) (← links)
- An inverse problem for a time-fractional advection equation associated with a nonlinear reaction term (Q5152271) (← links)
- An inverse problem for a two-dimensional time-fractional sideways heat equation (Q6534589) (← links)
