Five Years of Continuous-time Random Walks in Econophysics

Enrico Scalas ()

Finance from EconWPA

Abstract: This paper is a short review on the application of continuos-time random walks to Econophysics in the last five years.

Keywords: Duration; Continuous-time random walk; Fractional calculus; Statistical finance (search for similar items in EconPapers)
JEL-codes: G (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ets, nep-fin and nep-rmg
Date: 2005-01-11
Note: Type of Document - pdf; pages: 14. Paper presented at WEHIA 2004.
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http://129.3.20.41/eps/fin/papers/0501/0501005.pdf (application/pdf)

Related works:
Working Paper: Five Years of Continuous-time Random Walks in Econophysics (2005)
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Persistent link: http://EconPapers.repec.org/RePEc:wpa:wuwpfi:0501005

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