A Fractional Calculus Interpretation of the Fractional Volatility Model

AuthID
P-003-N0K
1
Author(s)
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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Publication Identifiers
Scopus: 2-s2.0-59349109245
Wos: WOS:000262989200009
Source Identifiers
ISSN: 0924-090X
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