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~person:"Scalas, Enrico"
~subject:"Continuous time random walks"
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Continuous time random walks
Fractional calculus
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Scalas, Enrico
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Meerschaert, M.M.
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Meerschaert, Mark M.
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Physica A: Statistical Mechanics and its Applications
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The application of
continuous-time
random walks in finance and economics
Scalas, Enrico
- In:
Physica A: Statistical Mechanics and its Applications
362
(
2006
)
2
,
pp. 225-239
This paper reviews some applications of
continuous
time
random walks (CTRWs) to Finance and Economics. It is divided …
Persistent link: https://www.econbiz.de/10010590919
Saved in:
2
Coupled
continuous
time
random walks in finance
Meerschaert, Mark M.
;
Scalas, Enrico
- In:
Physica A: Statistical Mechanics and its Applications
370
(
2006
)
1
,
pp. 114-118
Continuous
time
random walks (CTRWs) are used in physics to model anomalous diffusion, by incorporating a random …
Persistent link: https://www.econbiz.de/10010874376
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