Log-Euler's gamma multifractal scenario of products of Ornstein-Uhlenbeck-type processes
| Data(s) |
2008
|
|---|---|
| Formato |
application/pdf |
| Identificador | |
| Publicador |
Hrvatsko Matematicko Drustvo |
| Relação |
http://eprints.qut.edu.au/30728/1/Log_Euler_gamma_multiplicative_scenarios.pdf http://hrcak.srce.hr/index.php?show=toc&id_broj=2687 Anh, Vo, Leonenko, Nikolai, & Shieh, Narn-Rueih (2008) Log-Euler's gamma multifractal scenario of products of Ornstein-Uhlenbeck-type processes. Mathematical Communications, 13(2), pp. 133-148. |
| Fonte |
Faculty of Science and Technology |
| Palavras-Chave | #010406 Stochastic Analysis and Modelling #Multifractal Products, Ornstein-Uhlenbeck Processes, Levy Processes, Infinitely Divisible Distribution, Euler's Gamma Distribution |
| Tipo |
Journal Article |
