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The Multifractal Random Walk as Pathwise Stochastic Integral: Construction and Simulation

Torres, Soledad, Tudor, Ciprian A.
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Language:
english
Journal:
Journal of Theoretical Probability
DOI:
10.1007/s10959-016-0713-5
Date:
September, 2016
File:
PDF, 875 KB
english, 2016
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