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

DOI

URI

Type

journal article

File(s)

Name

127.pdf

Size

23.38 KB

Format

Adobe PDF

Checksum

(MD5):5dd7f4ff59bab6723711149aa55d6430