Simulation of multifractal products of Ornstein-Uhlenbeck type processes
| Data(s) |
2010
|
|---|---|
| Identificador | |
| Publicador |
Institute of Physics Publishing Ltd. |
| Relação |
DOI:10.1088/0951-7715/23/4/004 Anh, Vo, Leonenko, Nikolai, Shieh, Narn-Rueih, & Taufer, Emanuele (2010) Simulation of multifractal products of Ornstein-Uhlenbeck type processes. Nonlinearity, 23(4), pp. 823-843. |
| Fonte |
Faculty of Science and Technology; Mathematical Sciences |
| Palavras-Chave | #010200 APPLIED MATHEMATICS #010300 NUMERICAL AND COMPUTATIONAL MATHEMATICS |
| Tipo |
Journal Article |
