Scaling in financial prices: III. Cartoon Brownian motions...

Quantitative Finance 2001 / 04 Vol. 1; Iss. 4

Scaling in financial prices: III. Cartoon Brownian motions in multifractal time

Mandelbrot, B.B.
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Volume:
1
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/713665836
Date:
April, 2001
File:
PDF, 237 KB
english, 2001
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