Simulation of multifractal products of Ornstein-Uhlenbeck type processes
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.
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|Item Type:||Journal Article|
|Subjects:||Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > APPLIED MATHEMATICS (010200)|
Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > NUMERICAL AND COMPUTATIONAL MATHEMATICS (010300)
|Divisions:||Past > QUT Faculties & Divisions > Faculty of Science and Technology|
Past > Schools > Mathematical Sciences
|Deposited On:||13 Jul 2011 23:08|
|Last Modified:||03 Dec 2012 12:07|
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