Benoit Mandelbrot et la modélisation mathématique des risques financiers
Year of publication: |
2011-12-01
|
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Authors: | Cont, Rama |
Institutions: | HAL |
Subject: | Mandelbrot | finance | multifractal | scaling | loi d'echelle | memoire longue | processus de Levy | risque | procesus non-Gaussien |
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