Benoit Mandelbrot et la modélisation mathématique des risques financiers
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References listed on IDEAS
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Keywordsprocesus non-Gaussien; Mandelbrot; finance; multifractal; scaling; loi d'echelle; memoire longue; processus de Levy; risque; procesus non-Gaussien.;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-12-13 (All new papers)
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