Reference pages
Papers
Reference pages
Fractal Geometry (coursework in Yale)
Dynamical Systems and Fractals (coursework in Oklahoma state)
Benoit B. MANDELBROT
, the founder of fractal geometry
/
Steven B. Lowen
/
Malvin C. Teich
/
David Bickel
/
Erik Rauch
/
Bibliography : /
NSR
/
Definition :
wikipedia
Fractional Brownian Motion : /
1
/
2
/
Estimating the Hurst Exponent
Brief introduction to fractal (Korean) :
here
and
there
Art of fractal (Korean) :
fractal art.com
Papers
Il King Rhee, "Multifractal Stochastic Processes and Stock Prices", THE KOREAN JOURNAL OF FINANCIAL MANAGEMENT, Volume 20, Number 2, Dec. 2003