Simulation of multifractal products of Ornstein–Uhlenbeck type processes

Author： Anh Vo V   Leonenko Nikolai N   Shieh Narn-Rueih   Taufer Emanuele  

Publisher： IOP Publishing

ISSN： 0951-7715

Source： Nonlinearity, Vol.23, Iss.4, 2010-04, pp. : 823-843

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