Exportar referência
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
}