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Kuksin, Sergei Asymptotic expansions for some integrals of quotients with degenerated divisors. (English) Zbl 1382.28005 Russ. J. Math. Phys. 24, No. 4, 476-487 (2017). MSC: 28A25 41A60 PDFBibTeX XMLCite \textit{S. Kuksin}, Russ. J. Math. Phys. 24, No. 4, 476--487 (2017; Zbl 1382.28005) Full Text: DOI arXiv
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Pochart, Benoît; Bouchaud, Jean-Philippe The skewed multifractal random walk with applications to option smiles. (English) Zbl 1405.91648 Quant. Finance 2, No. 4, 303-314 (2002). MSC: 91G20 28A80 60G50 PDFBibTeX XMLCite \textit{B. Pochart} and \textit{J.-P. Bouchaud}, Quant. Finance 2, No. 4, 303--314 (2002; Zbl 1405.91648) Full Text: DOI arXiv