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Multifractional processes in finance - MaRDI portal

Multifractional processes in finance (Q3119626)

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scientific article
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English
Multifractional processes in finance
scientific article

    Statements

    title
    Multifractional processes in finance (English)
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    author
    Sergio Bianchi
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    Augusto Pianese
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    publication date
    12 March 2019
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    zbMATH Keywords
    multifractional processes
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    efficient markets
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    behavioral finance
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    stylized facts
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    Identifiers

    DOI
    10.3233/RDA-130097
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    Mathematics Subject Classification ID
    91G99
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    62P05
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    60G22
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    zbMATH DE Number
    7034833
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    OpenAlex ID
    W3125027632
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