Simulation of multifractal products of Ornstein–Uhlenbeck type processes

Vo V Anh, Nikolai N Leonenko, Narn-Rueih Shieh, Emanuele Taufer
  • Nonlinearity, February 2010, Institute of Physics Publishing
  • DOI: 10.1088/0951-7715/23/4/004

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http://dx.doi.org/10.1088/0951-7715/23/4/004

The following have contributed to this page: Professor Emanuele Taufer