Exact probability distribution function for multifractal random walk models of stocks

Author: Saakian D. B.   Martirosyan A.   Hu Chin-Kun   Struzik Z. R.  

Publisher: Edp Sciences

E-ISSN: 1286-4854|95|2|28007-28007

ISSN: 0295-5075

Source: EPL (EUROPHYSICS LETTERS), Vol.95, Iss.2, 2011-07, pp. : 28007-28007

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Abstract