Fractional calculus and fractional processes with applications to financial economics : theory and application

Fractional Calculus and Fractional Processes with Applications to Financial Economics presents the theory and application of fractional calculus and fractional processes to financial data.Fractional calculus dates back to 1695 when Gottfried Wilhelm Leibniz first suggested the possibility of fractio...

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Bibliographic Details
Main Authors Fallahgoul, Hasan A., Focardi, Sergio M., Fabozzi, Frank J.
Format eBook Book
LanguageEnglish
Published Amsterdam Academic Press is an imprint of Elsevier 2017
Elsevier Science & Technology
Academic Press
Edition1
Subjects
Fractional calculus
Online AccessGet full text
ISBN0128042486
9780128042489

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Summary:Fractional Calculus and Fractional Processes with Applications to Financial Economics presents the theory and application of fractional calculus and fractional processes to financial data.Fractional calculus dates back to 1695 when Gottfried Wilhelm Leibniz first suggested the possibility of fractional derivatives.
Bibliography:Includes bibliographical references (p. [97]-101) and index
ISBN:0128042486
9780128042489