Book Chapter10.1007/978-3-319-07524-2_7
Asset Price Modeling: From Fractional to Multifractional Processes
Sergio Bianchi,Augusto Pianese-2014-11-21-International series in management science/operations research/International series in operations research & management science
7
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Keywords
Stylized factFractional Brownian motionAsset (computer security)Interpretation (philosophy)EconometricsBrownian motionStatistical physicsEconomics
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