{"id":"https://openalex.org/W3121732241","doi":"https://doi.org/10.3233/rda-150112","title":"The price of granularity and fractional finance","display_name":"The price of granularity and fractional finance","publication_year":2016,"publication_date":"2016-01-14","ids":{"openalex":"https://openalex.org/W3121732241","doi":"https://doi.org/10.3233/rda-150112","mag":"3121732241"},"language":"en","primary_location":{"id":"doi:10.3233/rda-150112","is_oa":false,"landing_page_url":"https://doi.org/10.3233/rda-150112","pdf_url":null,"source":{"id":"https://openalex.org/S2764680446","display_name":"Risk and Decision Analysis","issn_l":"1569-7371","issn":["1569-7371","1875-9173"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Risk and Decision Analysis","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5025352089","display_name":"Charles S. Tapiero","orcid":"https://orcid.org/0000-0001-9584-9223"},"institutions":[{"id":"https://openalex.org/I57206974","display_name":"New York University","ror":"https://ror.org/0190ak572","country_code":"US","type":"education","lineage":["https://openalex.org/I57206974"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"Charles S. Tapiero","raw_affiliation_strings":["Department of Finance and Risk Engineering, New York University School of Engineering, New York, USA"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Finance and Risk Engineering, New York University School of Engineering, New York, USA","institution_ids":["https://openalex.org/I57206974"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5004480471","display_name":"Oren J. Tapiero","orcid":"https://orcid.org/0000-0002-2678-3328"},"institutions":[{"id":"https://openalex.org/I60158472","display_name":"Concordia University","ror":"https://ror.org/0420zvk78","country_code":"CA","type":"education","lineage":["https://openalex.org/I60158472"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"Oren J. Tapiero","raw_affiliation_strings":["Graduate School of Business, Concordia University, Montreal, Canada"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Graduate School of Business, Concordia University, Montreal, Canada","institution_ids":["https://openalex.org/I60158472"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5015937306","display_name":"Guy Jumarie","orcid":null},"institutions":[{"id":"https://openalex.org/I159129438","display_name":"Universit\u00e9 du Qu\u00e9bec \u00e0 Montr\u00e9al","ror":"https://ror.org/002rjbv21","country_code":"CA","type":"education","lineage":["https://openalex.org/I159129438","https://openalex.org/I49663120"]}],"countries":["CA"],"is_corresponding":false,"raw_author_name":"Guy Jumarie","raw_affiliation_strings":["Department of Mathematics, Universite du Quebec, Montreal, Canada"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Mathematics, Universite du Quebec, Montreal, Canada","institution_ids":["https://openalex.org/I159129438"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5025352089"],"corresponding_institution_ids":["https://openalex.org/I57206974"],"apc_list":null,"apc_paid":null,"fwci":1.8815,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.88448297,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"6","issue":"1","first_page":"7","last_page":"21"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9994000196456909,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9990000128746033,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9969000220298767,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/granularity","display_name":"Granularity","score":0.7031015157699585},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.44655999541282654},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.3387444019317627},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.24150687456130981},{"id":"https://openalex.org/keywords/programming-language","display_name":"Programming language","score":0.12776917219161987}],"concepts":[{"id":"https://openalex.org/C177774035","wikidata":"https://www.wikidata.org/wiki/Q1246948","display_name":"Granularity","level":2,"score":0.7031015157699585},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.44655999541282654},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.3387444019317627},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.24150687456130981},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.12776917219161987}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.3233/rda-150112","is_oa":false,"landing_page_url":"https://doi.org/10.3233/rda-150112","pdf_url":null,"source":{"id":"https://openalex.org/S2764680446","display_name":"Risk and Decision Analysis","issn_l":"1569-7371","issn":["1569-7371","1875-9173"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310318577","host_organization_name":"IOS Press","host_organization_lineage":["https://openalex.org/P4310318577"],"host_organization_lineage_names":["IOS Press"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Risk and Decision Analysis","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":103,"referenced_works":["https://openalex.org/W19569922","https://openalex.org/W54237627","https://openalex.org/W250046375","https://openalex.org/W306217132","https://openalex.org/W595580781","https://openalex.org/W636764665","https://openalex.org/W1539800643","https://openalex.org/W1551614276","https://openalex.org/W1552362148","https://openalex.org/W1563091991","https://openalex.org/W1965277094","https://openalex.org/W1965810050","https://openalex.org/W1966553738","https://openalex.org/W1966773887","https://openalex.org/W1970327504","https://openalex.org/W1970655212","https://openalex.org/W1970694313","https://openalex.org/W1973376127","https://openalex.org/W1973694910","https://openalex.org/W1975172081","https://openalex.org/W1976955071","https://openalex.org/W1978094758","https://openalex.org/W1980314016","https://openalex.org/W1981587071","https://openalex.org/W1981956507","https://openalex.org/W1982262355","https://openalex.org/W1988408512","https://openalex.org/W1990148508","https://openalex.org/W1990934669","https://openalex.org/W1993576382","https://openalex.org/W1995666097","https://openalex.org/W1997393752","https://openalex.org/W2005230999","https://openalex.org/W2009391015","https://openalex.org/W2010536381","https://openalex.org/W2013134717","https://openalex.org/W2013731609","https://openalex.org/W2016193062","https://openalex.org/W2018705121","https://openalex.org/W2021110296","https://openalex.org/W2025505566","https://openalex.org/W2029239285","https://openalex.org/W2031753087","https://openalex.org/W2033536786","https://openalex.org/W2035064929","https://openalex.org/W2036608004","https://openalex.org/W2036653664","https://openalex.org/W2040149772","https://openalex.org/W2042844496","https://openalex.org/W2043086833","https://openalex.org/W2043528453","https://openalex.org/W2048712136","https://openalex.org/W2050128975","https://openalex.org/W2050131490","https://openalex.org/W2052558712","https://openalex.org/W2053862371","https://openalex.org/W2055781590","https://openalex.org/W2061383112","https://openalex.org/W2062368300","https://openalex.org/W2063997710","https://openalex.org/W2065175568","https://openalex.org/W2065229282","https://openalex.org/W2069913491","https://openalex.org/W2070657235","https://openalex.org/W2074167690","https://openalex.org/W2076209196","https://openalex.org/W2077098499","https://openalex.org/W2077310260","https://openalex.org/W2077791698","https://openalex.org/W2080713461","https://openalex.org/W2082480193","https://openalex.org/W2089416626","https://openalex.org/W2091071995","https://openalex.org/W2093085986","https://openalex.org/W2095226530","https://openalex.org/W2095534521","https://openalex.org/W2100065118","https://openalex.org/W2104236302","https://openalex.org/W2112316046","https://openalex.org/W2116807840","https://openalex.org/W2124357853","https://openalex.org/W2134807435","https://openalex.org/W2144328044","https://openalex.org/W2150281008","https://openalex.org/W2155187653","https://openalex.org/W2159981715","https://openalex.org/W2173973354","https://openalex.org/W2180071254","https://openalex.org/W2238345314","https://openalex.org/W2249603032","https://openalex.org/W2551316265","https://openalex.org/W2973881706","https://openalex.org/W3015180104","https://openalex.org/W3021777542","https://openalex.org/W3122165036","https://openalex.org/W3124112917","https://openalex.org/W3125246470","https://openalex.org/W3125315077","https://openalex.org/W4234260485","https://openalex.org/W6609385086","https://openalex.org/W6632389975","https://openalex.org/W6641837381","https://openalex.org/W6655920725"],"related_works":["https://openalex.org/W2899084033","https://openalex.org/W2931688134","https://openalex.org/W2377919138","https://openalex.org/W2378857091","https://openalex.org/W2999756192","https://openalex.org/W4226090359","https://openalex.org/W4382701072","https://openalex.org/W2491314273","https://openalex.org/W2011624601","https://openalex.org/W936373746"],"abstract_inverted_index":{"The":[0,28],"purpose":[1],"of":[2,11,30],"this":[3,31],"paper":[4,32],"is":[5],"to":[6,19],"assess":[7],"the":[8,36],"risk":[9],"premium":[10],"a":[12,20],"fractional":[13],"financial":[14,24],"lognormal":[15],"(Black\u2013Scholes)":[16],"process":[17],"relative":[18],"non-fractional":[21],"and":[22],"complete":[23],"markets":[25],"pricing":[26],"model.":[27],"intents":[29],"are":[33],"two-fold.":[34],"On":[35],"one":[37],"hand,":[38],"pr":[39]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":1},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":2}],"updated_date":"2026-05-05T08:41:31.759640","created_date":"2025-10-10T00:00:00"}
