Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black–Scholes equations

Title
Stock exchange fractional dynamics defined as fractional exponential growth driven by (usual) Gaussian white noise. Application to fractional Black–Scholes equations
Authors
Keywords
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Journal
INSURANCE MATHEMATICS & ECONOMICS
Volume 42, Issue 1, Pages 271-287
Publisher
Elsevier BV
Online
2007-03-13
DOI
10.1016/j.insmatheco.2007.03.001

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