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Application of Fractal Processes and Fractional Derivatives in Finance
In recent years, there has been a fast growth in the application of long-memory processes to underlying assets including stock, volatility index, exchange rate, etc. The fractional Brownian motion is the most popular of the long-memory processes and was introduced by Kolmogorov in 1940 and later by Mandelbrot in 1965.openaire +2 more sources
Derivative trade optimizing model utilizing GP based on behavioral finance theory
Electronics and Communications in Japan, 2013Koki Matsumura
exaly
Dynamical behaviour of fractional-order finance system
Pramana - Journal of Physics, 2020Muhammad Farman +2 more
exaly
Derivative Trade Optimizing Model Utilizing GP Based on Behavioral Finance Theory
IEEJ Transactions on Electronics, Information and Systems, 2012Koki Matsumura
exaly
Derivatives and their use in Acquisition Financing
Proceedings of SPE Hydrocarbon Economics and Evaluation Symposium, 1995openaire +1 more source
Atomic Swaps As Options: A Derivative Finance Approach
SSRN Electronic Journal, 2022openaire +1 more source