scientific article; zbMATH DE number 2095890

zbMATH Open1107.91048MaRDI QIDQ4809989FDOQ4809989

Authors: Guy Jumarie 

Publication date: 31 August 2004

Title of this publication is not available (Why is that?)

Recommendations

• Risk and Complex Fractals in Finance∶ Application to a Black-Scholes Equation of Order n
• Random time-dependent Brownian motion a new approach to fractals of order \(n\)
• Modeling of financial processes with a space-time fractional diffusion equation of varying order
• Derivation and solutions of some fractional Black-Scholes equations in coarse-grained space and time. Application to Merton's optimal portfolio
• Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black-Scholes equations

Mathematics Subject Classification ID

Fractals (28A80)

Cited In (6)

• MODELING FRACTAL DYNAMICAL SYSTEMS IN THE COMPLEX SPACE. FROM MACRO-OBSERVATION TO MICRO-OBSERVATION
• Random time-dependent Brownian motion a new approach to fractals of order \(n\)
• Risk and Complex Fractals in Finance∶ Application to a Black-Scholes Equation of Order n
• Fractal Activity Time Models for Risky Asset with Dependence and Generalized Hyperbolic Distributions
• Modeling of financial processes with a space-time fractional diffusion equation of varying order
• Title not available (Why is that?)

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