Fractional calculus and continuous-time finance

Physica A: Statistical Mechanics and its Applications

Volumn 284, Issue 1, 2000, Pages 376-384

  Scalas, Enrico ^a,b   Gorenflo, Rudolf ^c   Mainardi, Francesco ^d  

^a UNIVERSITY OF EASTERN PIEDMONT   (Italy)

^b SEZIONE DI TORINO   (Italy)

^c FREIE UNIVERSITÄT BERLIN   (Germany)

^d UNIVERSITY OF BOLOGNA   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

DIFFERENTIATION (CALCULUS); ECONOMICS; EQUATIONS OF MOTION; FINANCE; FUNCTIONS; MARKETING; PROBABILITY DENSITY FUNCTION; TIME SERIES ANALYSIS;

CONTINUOUS TIME FINANCE; ECONOPHYSICS; FRACTIONAL CALCULUS; LEVY SCALING FORM; STATISTICAL FINANCE;

RANDOM PROCESSES;

EID: 0034275979     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(00)00255-7     Document Type: Article

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