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Publication details

Document type
Journal articles

Document subtype
Full paper

Title
A fractional calculus interpretation of the fractional volatility model

Participants in the publication
R. Vilela Mendes (Author)
CMAF
Date of Publication
2008-06

Where published
NONLINEAR DYNAMICS

Publication Identifiers
ISSN - 0924-090X

Publisher
Springer Science and Business Media LLC

Volume
55
Number
4

Starting page
395
Last page
399

Document Identifiers
DOI - https://doi.org/10.1007/s11071-008-9372-0


Export

APA
R. Vilela Mendes, (2008). A fractional calculus interpretation of the fractional volatility model. NONLINEAR DYNAMICS, 55, 395-399. ISSN 0924-090X. eISSN .

IEEE
R. Vilela Mendes, "A fractional calculus interpretation of the fractional volatility model" in NONLINEAR DYNAMICS, vol. 55, pp. 395-399, 2008. 10.1007/s11071-008-9372-0

BIBTEX
@article{22146, author = {R. Vilela Mendes}, title = {A fractional calculus interpretation of the fractional volatility model}, journal = {NONLINEAR DYNAMICS}, year = 2008, pages = {395-399}, volume = 55 }