The following pages link to Markus Porto (Q212808):
Displaying 6 items.
- FRACTIONAL BROWNIAN MOTION WITH STOCHASTIC VARIANCE: MODELING ABSOLUTE RETURNS IN STOCK MARKETS (Q3607473) (← links)
- Self-avoiding walks on self-similar structures: finite versus infinite ramification (Q4467984) (← links)
- Ewald summation of electrostatic interactions of systems with finite extent in two of three dimensions (Q4523590) (← links)
- (Q4718009) (← links)
- (Q5453708) (← links)
- Asset-asset interactions and clustering in financial markets (Q5947888) (← links)