Stochastic simulations of time series within Weierstrass-Mandelbrot walks

Quantitative Finance

Volumn 3, Issue 3, 2003, Pages 201-211

  Kutner, R ^a   Switala F ^a  

^a UNIVERSITY OF WARSAW   (Poland)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0344097861     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1088/1469-7688/3/3/306     Document Type: Article

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