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A Fractional Calculus Interpretation of the Fractional Volatility Model
AuthID
P-003-N0K
1
Author(s)
Vilela Mendes, RV
Document Type
Article
Year published
2009
Published
in
NONLINEAR DYNAMICS,
ISSN: 0924-090X
Volume: 55, Issue: 4, Pages: 395-399 (5)
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DOI
:
10.1007/s11071-008-9372-0
Scopus
: 2-s2.0-59349109245
Wos
: WOS:000262989200009
Source Identifiers
ISSN
: 0924-090X
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