Fractional Calculus and Continuous-Time Finance III: the Diffusion Limit

R GORENFLO, F MAINARDI, SCALAS Enrico, M. RABERTO

Research output: Chapter in Book/Report/Conference proceeding › Chapter

Cite this

@inbook{6dabc8c5a1124edc881e32a91af6c510,

title = "Fractional Calculus and Continuous-Time Finance III: the Diffusion Limit",

author = "R GORENFLO and F MAINARDI and SCALAS Enrico and M. RABERTO",

year = "2001",

month = jan,

day = "1",

language = "English",

isbn = "3764365536",

pages = "171--180",

booktitle = "Mathematical Finance",

publisher = "Birkhauser",

}