Fractional calculus and continuous-time finance II: the waiting-time distribution-Reference-Cited by-同舟云学术

Fractional calculus and continuous-time finance II: the waiting-time distribution

Published:2000-12 Issue:3-4 Volume:287 Page:468-481
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Mainardi Francesco,Raberto Marco,Gorenflo Rudolf,Scalas Enrico

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference30 articles.

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4. E. Scalas, R. Gorenflo, F. Mainardi, Fractional calculus and continuous-time finance, Physica A 284 (2000) 376.

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