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      Fractional market dynamics

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      Journal: Physica A: Statistical Mechanics and its Applications
      Publisher: Elsevier BV

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          The Pricing of Options and Corporate Liabilities

          Fischer Black, Myron Scholes (1973)
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            The Variation of Certain Speculative Prices

            Benoît Mandelbrot (1963)
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              Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight

              Rosario N. Mantegna, H. Stanley (1994)
              Article 0 comments Cited 171 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Physica A: Statistical Mechanics and its Applications
                Abbreviated Title: Physica A: Statistical Mechanics and its Applications
                Publisher: Elsevier BV
                ISSN (Print): 03784371
                Publication date Created: December 2000
                Publication date (Print): December 2000
                Volume: 287
                Issue: 3-4
                Pages: 482-492
                Article
                DOI: 10.1016/S0378-4371(00)00387-3
                SO-VID: 2969ae28-b10c-4775-a26d-fa2384244acd
                Copyright © © 2000
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                http://www.elsevier.com/tdm/userlicense/1.0/

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