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Exact probability distribution function for multifractal random walk models of stocks
Saakian, D. B., Martirosyan, A., Hu, Chin-Kun, Struzik, Z. R.Volume:
95
Language:
english
Journal:
EPL (Europhysics Letters)
DOI:
10.1209/0295-5075/95/28007
Date:
July, 2011
File:
PDF, 187 KB
english, 2011