Scaling in financial prices: IV. Multifractal concentration
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Publication:4646516
DOI10.1088/1469-7688/1/6/306zbMath1405.91754OpenAlexW2137636060MaRDI QIDQ4646516
Publication date: 14 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/1469-7688/1/6/306
Fractals (28A80) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70) Actuarial science and mathematical finance (91G99)
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