Actuarial Applications of Multifractal Modeling Part II: Time Series Applications
Actuarial Applications of Multifractal Modeling Part II: Time Series Applications
Yakov Lantsman, John A Major,
Multifractal ModelingActuarial Applications of Multifractal Modeling Part Ii Time Series Applications
Lantsman, Yakov, and John A Major. 2001. “Actuarial Applications of Multifractal Modeling Part II: Time Series Applications.” CAS Forum 2001 (February).