Title of article
An approximate approach to fractional analysis for finance
Author/Authors
Tran Hung Thao، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
9
From page
124
To page
132
Keywords
Fractal Langevin equation , Black–Scholes model , Fractional Brownian motion , Stochastic dynamical system , Fractional filtering
Journal title
Nonlinear Analysis: Real World Applications
Serial Year
2006
Journal title
Nonlinear Analysis: Real World Applications
Record number
292419
Link To Document