The following pages link to Walter Willinger (Q912480):
Displaying 31 items.
- Pathwise stochastic integration and applications to the theory of continuous trading (Q912481) (← links)
- Self-similarity in high-speed packet traffic: analysis and modeling of Ethernet traffic measurements (Q956571) (← links)
- Stock market prices and long-range dependence (Q1297904) (← links)
- A critical look at Lo's modified \(R/S\) statistic. (Q1304363) (← links)
- Dynamic spanning without probabilities (Q1327557) (← links)
- Wavelet analysis of conservative cascades (Q1812194) (← links)
- (Q3126559) (← links)
- (Q3126560) (← links)
- ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY (Q3129975) (← links)
- Equivalent martingale measures and no-arbitrage in stochastic securities market models (Q3470221) (← links)
- Internet Traffic and Multiresolution Analysis (Q3626709) (← links)
- (Q3627479) (← links)
- (Q3788934) (← links)
- FRACTAL TRAFFIC FLOWS IN HIGH-SPEED COMMUNICATIONS NETWORKS (Q3841384) (← links)
- Is Network Traffic Self-Similar or Multifractal? (Q3841427) (← links)
- (Q4218377) (← links)
- (Q4223206) (← links)
- (Q4247097) (← links)
- A nonstandard treatment of options driven by poisson processes (Q4311557) (← links)
- Toward A Convergence Theory For Continuous Stochastic Securities Market Models<sup>1</sup> (Q4345879) (← links)
- A Nonstandard Approach to Option Pricing (Q4345916) (← links)
- From Discrete to Continuous Financial Models: New Convergence Results For Option Pricing (Q4372003) (← links)
- (Q4407614) (← links)
- Scaling analysis of conservative cascades, with applications to network traffic (Q4701357) (← links)
- The analysis of finite security markets using martingales (Q4727935) (← links)
- (Q4801187) (← links)
- (Q4843010) (← links)
- (Q4848525) (← links)
- From discrete to continuous stochastic calculus (Q4890046) (← links)
- (Q4894817) (← links)
- Towards a Theory of Scale-Free Graphs: Definition, Properties, and Implications (Q5491968) (← links)
