Work

Stock Price Returns and the Joseph Effect: A Fractional Version of the Black-Scholes Model

Year: 1995

Type: book-chapter

Source: Birkhäuser Basel eBooks

DOI: 10.1007/978-3-0348-7026-9_23

Authors: Nigel J. Cutland, P. Ekkehard Kopp, Walter Willinger

Institution: University of Hull

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2105903993

FWCI: 12.15

Cites: 77

Cited by: 112

Related to: 10