Fractal Scaling and Black-Scholes: the full story. A new view of long range dependence in stock prices

C C Heyde, Shuangzhe Liu, R Gay

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

Original language	English
Pages (from-to)	29-32
Journal	Journal of the Australian Society of Security Analysts (JASSA)
Volume	1
Publication status	Published - 2001

Cite this

@article{b2ee081d466342799647d273f4bae65e,

title = "Fractal Scaling and Black-Scholes: the full story. A new view of long range dependence in stock prices",

author = "Heyde, {C C} and Shuangzhe Liu and R Gay",

year = "2001",

language = "English",

volume = "1",

pages = "29--32",

journal = "Journal of the Australian Society of Security Analysts (JASSA)",

publisher = "Financial Services Institute of Australasia",

}