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Disambiguation of "Gorenflo, Rudolf"

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Fractional calculus and continuous-time finance

, , and . Physica A: Statistical Mechanics and its Applications, 284 (1-4): 376--384 (Sep 1, 2000)

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Rudolf Gorenflo

Dieter Gorenflo

Roger Gorenflo

Dieter Gorenflo

Volker Gorenflo

 

Other publications of authors with the same name

Fractional calculus and continuous-time finance, , and . Physica A: Statistical Mechanics and its Applications, 284 (1-4): 376--384 (Sep 1, 2000)Discrete random walk models for symmetric Lévy-Feller diffusion processes, , and . Physica A: Statistical Mechanics and its Applications, 269 (1): 79--89 (Jul 1, 1999)Fractional calculus and continuous-time finance II: the waiting-time distribution, , , and . Physica A: Statistical Mechanics and its Applications, 287 (3-4): 468--481 (Dec 1, 2000)Fully discrete random walks for space-time fractional diffusion equations., and . Signal Process., 83 (11): 2411-2420 (2003)Fractional diffusion: probability distributions and random walk models, , , , and . Physica A: Statistical Mechanics and its Applications, 305 (1-2): 106--112 (Mar 1, 2002)Continuous-time random walk and parametric subordination in fractional diffusion, , and . Chaos, Solitons & Fractals, 34 (1): 87--103 (October 2007)Anomalous waiting times in high-frequency financial data, , , , , and . Quantitative Finance, 4 (6): 695--702 (2004)