The inescapable need for fractal tools in finance

DOI10.1007/s10436-004-0008-1zbMath1233.91345OpenAlexW1972908280MaRDI QIDQ665539

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/s10436-004-0008-1

zbMATH Keywords

roughnessfractalmultifractalfinancial prices

Mathematics Subject Classification ID

Actuarial science and mathematical finance (91G99)

Related Items (4)

Cellular automata that generate symmetrical patterns give singular functions ⋮ Random tree Besov priors -- towards fractal imaging ⋮ Fractals in trade duration: capturing long-range dependence and heavy tailedness in modeling trade duration ⋮ Resonant motion of a spherical pendulum

Cites Work

• Parallel cartoons of fractal models of finance
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: The inescapable need for fractal tools in finance