The Multifractal Random Walk as Pathwise Stochastic Integral: Construction and Simulation
Crossref DOI link: https://doi.org/10.1007/s10959-016-0713-5
Published Online: 2016-09-24
Published Print: 2018-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Torres, Soledad
Tudor, Ciprian A.
License valid from 2016-09-24