Mathematics, Volume 7, Issue 9 (September 2019) – 106 articles
Cover Story (view full-size image): The time–space–fractional diffusion equation constitutes a natural and far-reaching extension of the popular class of exponential market models. Among other things, it governs the log-normal and the spectrally negative Lévy-stable models for asset returns, and covers several non-trivial phenomena such as price jumps, memory, and subtle volatility patterns. View this paper.
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