题目:A comparison of numerical solutions of fractional diffusion models in finance
作者:O. Maroma and E. Momoniat
出处:
Nonlinear Analysis: Real World Applications
Volume 10, Issue 6, December 2009, Pages 3435-3442
题目:
Long memory options: LM evidence and simulations
出处:Research in International Business and Finance,
Volume 21, Issue 2,
June 2007,
Pages 260-280
作者:Sutthisit Jamdee, Cornelis A. Los