An approximate approach to fractional analysis for finance

Nonlinear Analysis: Real World Applications

Volumn 7, Issue 1, 2006, Pages 124-132

  Thao, Tran Hung ^a  

^a INSTITUTE OF MATHEMATICS   (Viet Nam)

Author keywords

Black Scholes model; Fractal Langevin equation; Fractional Brownian motion; Fractional filtering; Stochastic dynamical system

Indexed keywords

APPROXIMATION THEORY; BROWNIAN MOVEMENT; MATHEMATICAL MODELS; STOCHASTIC CONTROL SYSTEMS;

BLACK-SCHOLES MODEL; FRACTAL LANGEVIN EQUATION; FRACTIONAL BROWNIAN MOTION; FRACTIONAL FILTERING; STOCHASTIC DYNAMICAL SYSTEMS;

FINANCE;

EID: 24944457150     PISSN: 14681218     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.nonrwa.2004.08.012     Document Type: Article

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