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Fractional Calculus and Fractional Processes with Applications to Financial Economics: Theory and Application by Hassan Fallahgoul, Sergio Focardi, Frank Fabozzi (Hardcover, 2016)

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Fractional Calculus and Fractional Processes with Applications to Financial Economics presents the theory and application of fractional calculus and fractional processes to financial data. Research on fractional calculus started in full earnest in the second half of the twentieth century.