The notion of "volatility" of a stochastic process is used throughout finance for measuring the value of an option and has units equal to time raised to the -1/2 power. It has an analogue in physics that might be called a heat conduction coefficient or diffusion coefficient (apologies to physicists for making up my own terminology), because it corresponds to the coefficient c in the heat equation u_t = c^2 u_xx I currently use my own homegrown units template library and implemented +/-(1/2) powers. Deane Andreas Harnack wrote:
Martin Bonner wrote:
How would you deal with fractional powers of units? (The subject came up in the pqs/quan review, and it was clear they were significant to some people).
Yes, I've seen such comments too, but I couldn't find a posting explaining in which context it's needed. Do you have a reference by any chance?
Andreas
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