DOI10.1016/j.physa.2016.05.053zbMath1400.60020MaRDI QIDQ1619960
Pierre Vallois, Charles S. Tapiero
Publication date: 13 November 2018 Published in: Physica A (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1016/j.physa.2016.05.053
zbMATH Keywords
modeling; fractional calculus; finance; Hurst index; statistics; randomness
Mathematics Subject Classification ID
60E05: Probability distributions: general theory
26A33: Fractional derivatives and integrals