Parallel cartoons of fractal models of finance

DOI10.1007/s10436-004-0007-2zbMath1233.91344OpenAlexW2131867514MaRDI QIDQ665538

Benoit B. Mandelbrot

Publication date: 5 March 2012

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-004-0007-2

zbMATH Keywords

roughnessfractalmultifractalcartoonsfinancial prices

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

Related Items (2)

Random tree Besov priors -- towards fractal imaging ⋮ The inescapable need for fractal tools in finance

Cites Work

• Multifractal power law distributions: Negative and critical dimensions and other ``anomalies, explained by a simple example
• Intermittent turbulence in self-similar cascades: divergence of high moments and dimension of the carrier
• Comments on: "A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices," by Peter K. Clark
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