Fractional Calculus and Fractional Processes with Applications to Financial Economics: Theory and Application

By Hasan Fallahgoul, Sergio Focardi, Frank J Fabozzi 3. 2016

134 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/8999ed4a24f1e15b713f5f287c8b017f802b9d87

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1. Vasily E. Tarasov
2. Om Prakash Agrawal
3. Jun Li
4. Valentina V. Tarasova
5. Dumitru Băleanu
6. Raj Kumar Biswas
7. Martin Ostoja-Starzewski

Citations in the corpus

• On History of Mathematical Economics: Application of Fractional Calculus (2019, background): “In the framework of the fractional Brownian motion Stage, a lot of papers [50–71] and books [72,73] were written on the description of financial processes with memory and non-locality.”