Exportar referência
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
}