Stochastic simulations of time series within Weierstrass-Mandelbrot walks
DOI10.1088/1469-7688/3/3/306zbMATH Open1405.91715OpenAlexW1964907304MaRDI QIDQ4647263FDOQ4647263
Authors: Filip Świtała, Ryszard Kutner 
Publication date: 14 January 2019
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/1469-7688/3/3/306
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Cited In (6)
- Higher-order analysis within Weierstrass hierarchical walks
- Multi-phase long-term autocorrelated diffusion: stationary continuous-time Weierstrass walk versus flight
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- On properties of continuous-time random walks with non-Poissonian jump-times
- Stock market context of the Lévy walks with varying velocity
- Riemann and Weierstrass walks revisited
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