Fractional stochastic differential equations with applications to finance
By Dung Nguyen Tien. 2013
106 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/ba861c2ce1b2331e902b7aa7f93a7a3f053359b4
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In Economics and Econometrics
In Finance
Citations in the corpus
- A Caputo fractional derivative of a function with respect to another function (2016, background): “However, in the past decades, this subject has proven its applicability in many and different natural situations, such as viscoelasticity [11, 26], anomalous diffusion [14, 19], stochastic processes [9, 29], signal and image processing [31], fractional models and control [24, 32], etc.”