Subdynamics of financial data from fractional Fokker-Planck equation
Year of publication: |
2009-01
|
---|---|
Authors: | Janczura, Joanna ; Wyłomańska, Agnieszka |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | subdiffusion | constant periods | fractional Fokker-Planck equation | stock prices |
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