An approximate approach to fractional analysis for finance
By T. H. Thao. 2006
74 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/fb438991ce4f22e93ca2c299557f3ebc77553f7e
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In Economics and Econometrics
In Finance
Citations in the corpus
- Fractional stochastic differential equations with applications to finance (2013, methodology): “It is well known from [30, 12] that W t is a semimartingale with the following decomposition”