Multiperiodic multifractal martingale measures

J Barral, MO Coppens, BB Mandelbrot

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	Undefined/Unknown
Pages (from-to)	1555-1589
Number of pages	35
Journal	Journal de Mathematiques Pures et Appliquees
Volume	82
Issue number	12
Publication status	Published - 2003

Keywords

@article{0a67094aee314d0685b2c126e14b6ba8,

title = "Multiperiodic multifractal martingale measures",

keywords = "professional journal papers, ZX CWTS 1.00 <= JFIS < 3.00",

author = "J Barral and MO Coppens and BB Mandelbrot",

year = "2003",

language = "Undefined/Unknown",

volume = "82",

pages = "1555--1589",

journal = "Journal de Mathematiques Pures et Appliquees",

issn = "0021-7824",

publisher = "Elsevier",

number = "12",

}

TY - JOUR

T1 - Multiperiodic multifractal martingale measures

AU - Barral, J

AU - Coppens, MO

AU - Mandelbrot, BB

PY - 2003

Y1 - 2003

KW - professional journal papers

KW - ZX CWTS 1.00 <= JFIS < 3.00

M3 - Article

SN - 0021-7824

VL - 82

SP - 1555

EP - 1589

JO - Journal de Mathematiques Pures et Appliquees

JF - Journal de Mathematiques Pures et Appliquees

IS - 12

ER -