articleTop 10% cited
Fractional market dynamics
Physica A Statistical Mechanics and its Applications · 2000 · Vol. 287(3-4) · pp. 482–492
Nick Laskin✉(Carleton University)
Complex Systems and Time Series AnalysisFinancial Risk and Volatility ModelingChaos control and synchronizationLangevin equationMathematicsStochastic differential equationFractional calculusProbability density functionStatistical physicsWhite noiseDistribution (mathematics)GaussianApplied mathematics
Citations
436
FWCI
4.51
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14
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95%
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References
Analytic approach to the problem of convergence of truncated Lévy flights towards the Gaussian stochastic process
Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 1995 · 627 citations
The Pricing of Options and Corporate Liabilities
Journal of Political Economy · 1973 · 29,215 citations
<i>The Fractal Geometry of Nature</i>
American Journal of Physics · 1983 · 21,806 citations
Scaling of the distribution of fluctuations of financial market indices
Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics · 1999 · 882 citations
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