Financial Markets with Memory I: Dynamic Models
Author:
Affiliation:
1. a School of Mathematical Sciences , Queensland University of Technology , Brisbane , Queensland , Australia
2. b Department of Mathematics , Hokkaido University , Sapporo , Japan
Publisher
Informa UK Limited
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1081/SAP-200050096
Reference17 articles.
1. Financial Markets with Memory II: Innovation Processes and Expected Utility Maximization
2. 2nd edn.;Bingham N. H.,1989
3. Stock Price Returns and the Joseph Effect: A Fractional Version of the Black-Scholes Model
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