On properties of Continuous-Time Random Walks with Non-Poissonian jump-times
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References listed on IDEAS
- Scalas, Enrico, 2006. "The application of continuous-time random walks in finance and economics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 362(2), pages 225-239.
- Jaume Masoliver & Miquel Montero & George H. Weiss, 2002. "A continuous time random walk model for financial distributions," Papers cond-mat/0210513, arXiv.org.
- R. Kutner & F. Switała, 2003. "Stochastic simulations of time series within Weierstrass-Mandelbrot walks," Quantitative Finance, Taylor & Francis Journals, vol. 3(3), pages 201-211.
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