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The price of granularity and fractional finance
Charles S. Tapiero
*
, Oren J. Tapiero
, Guy Jumarie
*
Corresponding author for this work
Research output
:
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Article
›
peer-review
7
Scopus citations
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Keyphrases
Risk Premium
100%
Granularity
100%
Black-Scholes
50%
Complete Markets
50%
Financial Markets
25%
Insurance
25%
Discount Rate
25%
Lognormal
25%
Fractional Brownian Motion
25%
Risk Management
25%
Pricing Model
25%
Market Model
25%
Risk-free
25%
Market Pricing
25%
No-arbitrage
25%
Normal Probability Distribution
25%
Fractional Volatility Models
25%
Arbitrage Risk
25%
Model Granularity
25%
No-arbitrage Model
25%
Hurst Index
25%
Risk-neutral Probability Measure
25%
Financial Risk Model
25%
Spot Interest Rate
25%
Economics, Econometrics and Finance
Risk Premium
100%
Finance
100%
Arbitrage
50%
Financial Market
25%
Risk Management
25%
Discount Rate
25%
Financial Risk
25%
Volatility
25%
Interest Rate
25%
Market Pricing
25%
Risk Free Bond
25%
Mathematics
Arbitrage
100%
Probability Measure
50%
Fractional Brownian Motion
50%
Risk Model
50%
Normal Probability Distribution
50%
Complete Financial Market
50%
Hurst Index
50%