Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. Selecta Volume E
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Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. Selecta Volume E
Mandelbrot is world famous for his creation of the new mathematics of fractal geometry. Yet few people know that his original field of applied research was in econometrics and financial models, applying ideas of scaling and self-similarity to arrays of data generated by financial analyses. This book brings together his original papers as well as many original chapters specifically written for this book.
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