Fractional calculus and continuous-time finance. II: The waiting-time distribution

Physica A: Statistical Mechanics and its Applications

Volumn 287, Issue 3-4, 2000, Pages 468-481

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

^a INFN SEZIONE DI BOLOGNA   (Italy)

^b UNIVERSITY OF GENOA   (Italy)

^c FREIE UNIVERSITÄT BERLIN   (Germany)

^d UNIVERSITY OF EASTERN PIEDMONT   (Italy)

^e SEZIONE DI TORINO   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

FINANCE; MATHEMATICAL MODELS; MONTE CARLO METHODS; RANDOM PROCESSES;

CONTINUOUS TIME RANDOM WALK (CTRW); ECONOPHYSICS; FRACTIONAL CALCULUS;

STATISTICAL MECHANICS;

EID: 0034502929     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(00)00386-1     Document Type: Article

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