The 2007–2009 crisis has re-awakened the interest in modeling financial assets and their prices among academics and practitioners, and increased the awareness of the limits that the standard financial paradigm shows in describing real world data. A large number of research contributions over the last quarter century combined with overwhelming financial crises have provided ample evidence that financial markets are not always complete.
Asset price modeling: from Fractional to Multifractional Processes / Bianchi, Sergio; Pianese, Augusto. - (2015), pp. 247-286.
Asset price modeling: from Fractional to Multifractional Processes
Sergio, Bianchi;
2015
Abstract
The 2007–2009 crisis has re-awakened the interest in modeling financial assets and their prices among academics and practitioners, and increased the awareness of the limits that the standard financial paradigm shows in describing real world data. A large number of research contributions over the last quarter century combined with overwhelming financial crises have provided ample evidence that financial markets are not always complete.File allegati a questo prodotto
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