Scaling in financial prices: III. Cartoon Brownian motions in multifractal time

DOI10.1080/713665836zbMath1405.91753OpenAlexW2150696026MaRDI QIDQ4646498

Benoit B. Mandelbrot

Publication date: 14 January 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/713665836

zbMATH Keywords

Brownian motions in multifractal timefinancial price scaling

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Fractals (28A80) Actuarial science and mathematical finance (91G99)

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