Benoit Mandelbrot
CFDPs
CFDP 1287 | Julien Barral, Benoit Mandelbrot, "Multifractal Products of Cylindrical Pulses," (January 2001) [27pp, Abstract] | |
CFDP 1256 | Benoit Mandelbrot, "Cartoons of the Variation of Financial Prices and of Brownian Motions in Multifractal Time," (May 2000) [47pp, Abstract] | |
CFDP 1238 | Benoit Mandelbrot, "Survey of Multifractality in Finance," (October 1999) [26pp, Abstract] (See: 991) | |
CFDP 1166 | Adlai Fisher, Laurent Calvet, Benoit Mandelbrot, "Multifractality of Deutschemark/US Dollar Exchange Rates," (September 1997) [40pp, Abstract] | |
CFDP 1165 | Laurent Calvet, Adlai Fisher, Benoit Mandelbrot, "Large Deviations and the Distribution of Price Changes," (September 1997) [30pp, Abstract] | |
CFDP 1164 | Benoit Mandelbrot, Adlai Fisher, Laurent Calvet, "A Multifractal Model of Asset Returns," (September 1997) [39pp, Abstract] |
CFPs
CFP 991 | Benoit Mandelbrot, "Multifractal Structure of Financial Prices and its Implications," 131-148 (in C. Jablon, ed., Scientific Bridges for 2000 and Beyond, Academie des Science, Paris, 1999) (See CFDP 1238) |