Fractal Scaling and Black-Scholes: the Full Story

Chris Heyde, Shuangzhe Liu, Roger Gay

    Research output: Contribution to journalArticleResearchpeer-review

    Original languageEnglish
    Pages (from-to)29 - 32
    Number of pages4
    JournalJASSA: The Finsia Journal of Applied Finance
    VolumeAutumn
    Issue number1
    Publication statusPublished - 2001

    Cite this