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Simulation of multifractal products of Ornstein–Uhlenbeck type processes
Anh, Vo V, Leonenko, Nikolai N, Shieh, Narn-Rueih, Taufer, EmanueleVolume:
23
Language:
english
Journal:
Nonlinearity
DOI:
10.1088/0951-7715/23/4/004
Date:
April, 2010
File:
PDF, 452 KB
english, 2010