Simulation of multifractal products of Ornstein–Uhlenbeck type processes
Resource
Nonlinearity, 23(4), 823-843
Journal
Nonlinearity
Journal Volume
23
Journal Issue
4
Pages
823-843
Date Issued
2010
Date
2010
Author(s)
Anh, Vo V.
Leonenko, Nikolai N.
Shieh, Narn-Rueih
Taufer, Emanuele
Type
journal article
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Format
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