Markov processes, Hurst exponents, and nonlinear diffusion equations:with application to finance

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dc.contributor.authorBassler, K.E.
dc.contributor.authorGunaratne, G.H.
dc.contributor.authorMcCauley, J.L.
dc.date.accessioned2015-12-30T04:20:58Z
dc.date.available2015-12-30T04:20:58Z
dc.date.issued2006
dc.identifier.citationPhysica A, 369:p.343-353
dc.identifier.urihttps://dl-ifs.nsf.gov.lk/handle/1/999
dc.titleMarkov processes, Hurst exponents, and nonlinear diffusion equations:with application to finance
dc.typeArticle

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