An extension of stochastic differential models by using the Grunwald-Letnikov fractional derivative

Subject Areas : Applied Mathematics

Mohammad Ali Jafari ¹ , Narges Mousaviy ²

1 - Department of Financial Sciences, Kharazmi University, P.O. Box 15875-1111, Tehran, Iran.
2 - Department of Financial Sciences, Kharazmi University, P.O. Box 15875-1111, Tehran, Iran.

Received: 2019-12-31 Accepted : 2020-06-17 Published : 2022-05-01

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