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~subject:"Multifractal process"
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Dipartimento di Informatica e Studi Aziendali, Università degli Studi di Trento
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Multifractal Scaling for Risky Asset Modelling
Taufer, Emanuele
;
Leonenko, Nikolai
;
Petherick, EStuart
-
Dipartimento di Informatica e Studi Aziendali, …
-
2012
driven by L«evy motion. Given a
self-decomposable
distribution, conditions for constructiong multifractal scenarios and …
Persistent link: https://www.econbiz.de/10010819749
Saved in:
2
Multifractal models via products of geometric OU-processes: Review and applications
Leonenko, Nikolai
;
Petherick, Stuart
;
Taufer, Emanuele
- In:
Physica A: Statistical Mechanics and its Applications
392
(
2013
)
1
,
pp. 7-16
driven by Lévy motion. Given a
self-decomposable
distribution, conditions for constructing multifractal scenarios and general …
Persistent link: https://www.econbiz.de/10010589377
Saved in:
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