Fractional differo-integral calculus : towards a theory of fractal financial laws
Year of publication: |
2004
|
---|---|
Authors: | Corazza, Marco ; Nardelli, Carla |
Published in: |
Annali della Facoltà di Economia. - Messina, ISSN 1724-398X, ZDB-ID 2409124-8. - Vol. 41.2003, p. 67-79
|
Subject: | Finanzmathematik | Mathematical finance | Stochastischer Prozess | Stochastic process | Portfolio-Management | Portfolio selection | Theorie | Theory |
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