Fractional models for analysis of economic risks
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Analysis
Link
https://link.springer.com/content/pdf/10.1007/s13540-023-00202-y.pdf
Reference62 articles.
1. Aguilar, J.-Ph., Korbel, J., Luchko, Yu.: Applications of the fractional diffusion equation to option pricing and risk calculations. Mathematics 7, 796 (2019). https://doi.org/10.3390/math7090796
2. Amihud, Y., Mendelson, H.: The pricing of illquidity as a characteristic and as risk. Multinational Finance Journal 19(3), 149–168 (2015). https://doi.org/10.17578/19-3-1
3. Baleanu, D., Diethelm, K., Scalas, E., Trujillo, J.J.: Fractional Calculus: Models and Numerical Methods. Series on Complexity, Nonlinearity and Chaos, 2nd edition. World Scientific, Singapore (2017)
4. Barkoulas, J.T., Baum, C.F., Caglayan, M.: Fractional monetary dynamics. Applied Economics 31(11), 1393–1400 (1999). https://doi.org/10.1080/000368499323274
5. Beghin, L., Macci, C.: Large deviations for fractional Poisson processes. Stat. Probab. Lett. 83, 1193–1202 (2013). https://doi.org/10.1016/j.spl.2013.01.017
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