Lagoin, Marc
- Multifractal Fractional Ornstein-Uhlenbeck Processes
2020/11/18 by Laurent Chevillard, Chevillard, Laurent, Marc Lagoin +3 · 2 citations
Economics, Econometrics and Finance · Physics and Astronomy · #60G22 #60H05 #Complex Systems and Time Series Analysis #FOS: Mathematics #FOS: Physical sciences #Financial Risk and Volatility Modeling #Fluid Dynamics (physics.flu-dyn) #Probability (math.PR) #Statistical Mechanics and Entropy