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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
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