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Stochastic simulations of time series within Weierstrass–Mandelbrot walks - MaRDI portal

Stochastic simulations of time series within Weierstrass–Mandelbrot walks (Q4647263)

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scientific article; zbMATH DE number 7001593
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Stochastic simulations of time series within Weierstrass–Mandelbrot walks
scientific article; zbMATH DE number 7001593

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    Stochastic simulations of time series within Weierstrass–Mandelbrot walks (English)
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    14 January 2019
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    Weierstrass-Mandelbrot walks
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    financial time series
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    stochastic simulations
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