Pages that link to "Item:Q3130027"
From MaRDI portal
The following pages link to FRACTAL GEOMETRY OF FINANCIAL TIME SERIES (Q3130027):
Displaying 17 items.
- A fractional version of the Merton model. (Q1419131) (← links)
- Self-criticality and stochastic of an S{\&}P 500 index time series (Q1576625) (← links)
- A proof for French's empirical formula on option pricing. (Q1600457) (← links)
- Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522) (← links)
- Empirical scaling laws and the aggregation of non-stationary data (Q1673262) (← links)
- A new class of rational cubic spline fractal interpolation function and its constrained aspects (Q2008423) (← links)
- Fractional order stochastic differential equation with application in European option pricing (Q2321458) (← links)
- A \(\mathcal{C}^{1}\)-rational cubic fractal interpolation function: convergence and associated parameter identification problem (Q2352151) (← links)
- A geometric analysis of time series leading to information encoding and a new entropy measure (Q2406318) (← links)
- FRACTAL BASES OF Lp SPACES (Q3164806) (← links)
- LINEAR GENERALIZED SYNCHRONIZATION OF SPATIAL JULIA SETS (Q3165767) (← links)
- Multi-scaling in finance (Q3439863) (← links)
- DISTRIBUTION OF LINEAR FRACTAL INTERPOLATION FUNCTION FOR RANDOM DATASET WITH STABLE NOISE (Q5023958) (← links)
- A NOVEL R/S FRACTAL ANALYSIS AND WAVELET ENTROPY CHARACTERIZATION APPROACH FOR ROBUST FORECASTING BASED ON SELF-SIMILAR TIME SERIES MODELING (Q5025602) (← links)
- AFFINE FRACTAL LEAST SQUARES REGRESSION MODEL (Q5046647) (← links)
- MULTIVARIATE AFFINE FRACTAL INTERPOLATION (Q5085440) (← links)
- <i>N</i>-Fold compound option pricing with technical risk under fractional jump-diffusion model (Q5882833) (← links)