An extension of stochastic differential models by using the Grunwald-Letnikov fractional derivative
Subject Areas : Applied Mathematics
Mohammad Ali Jafari
1
(
Department of Financial Sciences, Kharazmi University, P.O. Box 15875-1111, Tehran, Iran.
)
Narges Mousaviy
2
(
Department of Financial Sciences, Kharazmi University, P.O. Box 15875-1111, Tehran, Iran.
)
Keywords:
Abstract :