Coupled continuous time random walks in finance
Year of publication: |
2006
|
---|---|
Authors: | Meerschaert, Mark M. ; Scalas, Enrico |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 370.2006, 1, p. 114-118
|
Publisher: |
Elsevier |
Subject: | Anomalous diffusion | Continuous time random walks | Heavy tails | Fractional calculus |
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