✦ LIBER ✦

The multifractal nature of Volterra–Lévy processes

✍ Scribed by Neuman, Eyal

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The multifractal nature of Lévy processe

✍ Stéphane Jaffard 📂 Article 📅 1999 🏛 Springer 🌐 English ⚖ 148 KB

Multifractal analysis of Lévy fields

✍ Durand, Arnaud; Jaffard, Stéphane 📂 Article 📅 2011 🏛 Springer 🌐 English ⚖ 567 KB

The multifractal analysis of the occupat

✍ Hu Xiao-yu 📂 Article 📅 2000 🏛 Wuhan University 🌐 English ⚖ 246 KB

On stochastic integration for volatility

✍ Barndorff-Nielsen, Ole E.; Benth, Fred Espen; Pedersen, Jan; Veraart, Almut E.D. 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 332 KB

Characterization of dependence of multid

✍ Jan Kallsen; Peter Tankov 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 220 KB

The Coding Complexity of Lévy Processes

✍ Frank Aurzada; Steffen Dereich 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 633 KB