The price of granularity and fractional finance
Author:
Affiliation:
1. Department of Finance and Risk Engineering, New York University School of Engineering, New York, USA
2. Graduate School of Business, Concordia University, Montreal, Canada
3. Department of Mathematics, Universite du Quebec, Montreal, Canada
Publisher
IOS Press
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Finance,Statistics and Probability
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4. Fractional monetary dynamics;Baum;Applied Economics,1999
5. Arbitrage with fractional Brownian motion?;Bender;Theory of Stochastic Processes,2006
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