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Record link:
http://hdl.handle.net/20.500.12708/191539
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Title:
Fractional models from econophysics
en
Citation:
Gerhold, S. (2023, May 22).
Fractional models from econophysics
[Conference Presentation]. Volatility is rough. Now what? 2023, Isle of Skye, United Kingdom of Great Britain and Northern Ireland (the).
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Publication Type:
Presentation - Conference Presentation
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Language:
English
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Authors:
Gerhold, Stefan
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Organisational Unit:
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik
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Date (published):
22-May-2023
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Event name:
Volatility is rough. Now what? 2023
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Event date:
22-May-2023 - 26-May-2023
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Event place:
Isle of Skye, United Kingdom of Great Britain and Northern Ireland (the)
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Keywords:
option pricing; fractional PDE; econophysics
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Research Areas:
Mathematical Methods in Economics: 30%
Mathematical and Algorithmic Foundations: 70%
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Science Branch:
1030 - Physik, Astronomie: 10%
5020 - Wirtschaftswissenschaften: 20%
1010 - Mathematik: 70%
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Appears in Collections:
Presentation
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