Fractional Calculus and Fractional Processes with Applications to Financial Eco…
Fractional Calculus and Fractional Processes with Applications to Financial EconomicsTheory and Application\nAuthor(s): Hasan Fallahgoul, Sergio Focardi, Frank Fabozzi\nFormat: Hardback\nPublisher: Elsevier Science Publishing Co Inc, United States\nImprint: Academic Press Inc\nISBN-13: 9780128042489, 978-0128042489\nSynopsis\nFractional 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. Research on fractional calculus started in full earnest in the second half of the twentieth century. The fractional paradigm applies not only to calculus, but also to stochastic processes, used in many applications in financial economics such as modelling volatility, interest rates, and modelling high-frequency data. The key features of fractional pr.
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