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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
The fractional volatility model: An agent-based interpretation

Participants in the publication
R. VILELA MENDES (Author)
CMAF
Date of Publication
2008

Where published
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Publication Identifiers
ISSN - 0378-4371

Volume
387

Starting page
3987
Last page
3994

Document Identifiers
DOI - https://doi.org/10.1016/j.physa.2008.01.052


Export

APA
R. VILELA MENDES, (2008). The fractional volatility model: An agent-based interpretation. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 387, 3987-3994. ISSN 0378-4371. eISSN .

IEEE
R. VILELA MENDES, "The fractional volatility model: An agent-based interpretation" in PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, vol. 387, pp. 3987-3994, 2008. 10.1016/j.physa.2008.01.052

BIBTEX
@article{22066, author = {R. VILELA MENDES}, title = {The fractional volatility model: An agent-based interpretation}, journal = {PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS}, year = 2008, pages = {3987-3994}, volume = 387 }