A risky asset model with strong dependence through fractal activity time (Q4954252)
From MaRDI portal
scientific article; zbMATH DE number 1449154
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A risky asset model with strong dependence through fractal activity time |
scientific article; zbMATH DE number 1449154 |
Statements
A risky asset model with strong dependence through fractal activity time (English)
0 references
1999
0 references
Black-Scholes model
0 references
heavy tails
0 references
long-range dependence
0 references
self-similarity
0 references
